Analysis of Financial Time Series
By Ruey S. Tsay.
Description
This book provides a broad, mature, and systematic introduction tocurrent financial econometric models and their applications tomodeling and prediction of financial time series data. It utilizesreal-world examples and real financial data throughout the book toapply the models and methods described. The author begins with basic characteristics of financial timeseries data before covering three main topics:Analysis and application of univariate financial timeseriesThe return series of multiple assetsBayesian inference in finance methodsKey features of the new edition include additional covera...
ISBN(s)
0470414359, 9780470414354
