Coverart for item
The Resource Analysis of financial time series, Ruey S. Tsay

Analysis of financial time series, Ruey S. Tsay

Label
Analysis of financial time series
Title
Analysis of financial time series
Statement of responsibility
Ruey S. Tsay
Creator
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorDate
1951-
http://library.link/vocab/creatorName
Tsay, Ruey S.
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley series in probability and statistics
http://library.link/vocab/subjectName
  • Time-series analysis
  • Econometrics
  • Risk management
Label
Analysis of financial time series, Ruey S. Tsay
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Financial time series and their characteristics -- Linear time series analysis and its applications -- Conditional heteroscedastic models -- Nonlinear models and their applications -- High-frequency data analysis and market microstructure -- Continuous-time models and their applications -- Extreme values, quantiles, and value at risk -- Multivariate time series analysis and its applications -- Principal component analysis and factor models -- Multivariate volatility models and their applications -- State-space models and Kalman filter -- Markov chain Monte Carlo methods with applications
Control code
FIEB16794813
Dimensions
25 cm.
Edition
Third edition.
Extent
xxiii, 677 pages
Isbn
9780470414354
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)505018225
Label
Analysis of financial time series, Ruey S. Tsay
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Financial time series and their characteristics -- Linear time series analysis and its applications -- Conditional heteroscedastic models -- Nonlinear models and their applications -- High-frequency data analysis and market microstructure -- Continuous-time models and their applications -- Extreme values, quantiles, and value at risk -- Multivariate time series analysis and its applications -- Principal component analysis and factor models -- Multivariate volatility models and their applications -- State-space models and Kalman filter -- Markov chain Monte Carlo methods with applications
Control code
FIEB16794813
Dimensions
25 cm.
Edition
Third edition.
Extent
xxiii, 677 pages
Isbn
9780470414354
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)505018225

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
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