Analysis of Financial Time Series 2024 pdf epub mobi 电子书

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Analysis of Financial Time Series 2024 pdf epub mobi 电子书著者简介

Ruey S，Tsay（蔡瑞胸），美国芝加哥大学布斯商学院经济计量及统计学的H G．B．Alexande r讲席教授。1 982年于美国威斯康星大学麦迪逊分校获得统计学博士学位。中国台湾“中央研究院”院士，美国统计协会和数理统计学会的会士，Journal of Forecastin9的联合主编，Journal of FinancialEconometrics的副主编。曾任美国统计学会商务与经济统计分会主席、《商务与经济统计》期刊主编。

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发表于2024-11-22

Analysis of Financial Time Series 2024 pdf epub mobi 电子书

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评分☆☆☆☆☆

刚拿到书，貌似好难啊。不如恩德斯的《应用时间序列分析》容易好看。建议没有时间序列基础的同学，最好不要买。而且不太明白为什么有人说它好简单。汗，看来自己的水平太低了。

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这本书已经是第三版，它的知名度只要是学金融的应该都知道。这本书最大的优点在于行文直接明了并配以大量实例来展示各种计量方法的应用。当然，从另一个方面来说这也算一个缺点：遗漏了很多理论上的证明。不过，这本书本就是应用导向，把理论加上可能反倒失去了对大众而言的可...

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内容还行，错误不少，中文版的网站和勘误表呢？英文的都已经找到了。中文版的呢？我觉得所有出版了之后没有勘误表的书都是不负责的书，是谓坏书。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。...

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出版者:Wiley

作者:Ruey S. Tsay

出品人:

页数:677

译者:

出版时间:2010-09-21

价格:USD 120.00

装帧:Hardcover

isbn号码:9780470414354

丛书系列:Wiley Series in Probability and Statistics

图书标签: 时间序列金融 Finance Econometrics TimeSeries 计量经济学统计 Statistics

Analysis of Financial Time Series 2024 pdf epub mobi 电子书图书描述

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.

Analysis of Financial Time Series 2024 pdf epub mobi 电子书

想要找书就要到本本书屋

onlinetoolsland.com

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Analysis of Financial Time Series 2024 pdf epub mobi 用户评价

评分☆☆☆☆☆

手写R Code投影当幻灯片，带跟木棍来上课的蔡教授敲可爱!

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好难哦。。。

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Especially love the way it presents the GARCH family. The book also serves as a cookbook of financial time series analysis, with well maintained modeling guidance, sample code, and example data.

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据说是金数大四最难的课。。。加油。。。

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with R

Analysis of Financial Time Series 2024 pdf epub mobi 电子书