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The Resource Essentials of time series for financial applications, Massimo Guidolin, Manuela Pedio

Essentials of time series for financial applications, Massimo Guidolin, Manuela Pedio

Label
Essentials of time series for financial applications
Title
Essentials of time series for financial applications
Statement of responsibility
Massimo Guidolin, Manuela Pedio
Creator
Contributor
Author
Subject
Language
eng
Summary
Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs.--
Assigning source
Provided by Publisher
Cataloging source
YDX
http://library.link/vocab/creatorName
Guidolin, Massimo
Dewey number
332
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Pedio, Manuela
http://library.link/vocab/subjectName
  • Time-series analysis
  • Econometrics
Label
Essentials of time series for financial applications, Massimo Guidolin, Manuela Pedio
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
Control code
on1007037050
Dimensions
28 cm
Extent
xvi, 417 pages
Isbn
9780128134092
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)1007037050
Label
Essentials of time series for financial applications, Massimo Guidolin, Manuela Pedio
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
Control code
on1007037050
Dimensions
28 cm
Extent
xvi, 417 pages
Isbn
9780128134092
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)1007037050

Library Locations

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      43.803074 11.283055
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