Coverart for item
The Resource Multivariate time series analysis : with R and financial applications, Ruey S. Tsay (Booth School of Business, University of Chicago, Chicago, IL)

Multivariate time series analysis : with R and financial applications, Ruey S. Tsay (Booth School of Business, University of Chicago, Chicago, IL)

Label
Multivariate time series analysis : with R and financial applications
Title
Multivariate time series analysis
Title remainder
with R and financial applications
Statement of responsibility
Ruey S. Tsay (Booth School of Business, University of Chicago, Chicago, IL)
Creator
Subject
Language
eng
Summary
"Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"--
Member of
Assigning source
Provided by publisher
Cataloging source
DLC
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
  • Multivariate analysis
  • R (Computer program language)
  • Finance
Label
Multivariate time series analysis : with R and financial applications, Ruey S. Tsay (Booth School of Business, University of Chicago, Chicago, IL)
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
FIEb17547568
Dimensions
24 cm.
Edition
First edition.
Extent
xvii, 492 pages
Isbn
9781118617908
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)841515697
Label
Multivariate time series analysis : with R and financial applications, Ruey S. Tsay (Booth School of Business, University of Chicago, Chicago, IL)
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
FIEb17547568
Dimensions
24 cm.
Edition
First edition.
Extent
xvii, 492 pages
Isbn
9781118617908
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)841515697

Library Locations

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