Coverart for item
The Resource Time series : applications to finance with R and S-Plus, Ngai Hang Chan

Time series : applications to finance with R and S-Plus, Ngai Hang Chan

Label
Time series : applications to finance with R and S-Plus
Title
Time series
Title remainder
applications to finance with R and S-Plus
Statement of responsibility
Ngai Hang Chan
Creator
Subject
Language
eng
Summary
"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. Recent developments in nonstandard time series techniques such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."--Provided by publisher
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Chan, Ngai Hang
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
Time series : applications to finance with R and S-Plus, Ngai Hang Chan
Instantiates
Publication
Note
"Previous ed.: c2002"
Bibliography note
Includes bibliographical references (pages 283-289) 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
FIEB16856636
Dimensions
24 cm.
Edition
Second edition.
Extent
xxiii, 296 pages
Isbn
9780470583623
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)607988950
Label
Time series : applications to finance with R and S-Plus, Ngai Hang Chan
Publication
Note
"Previous ed.: c2002"
Bibliography note
Includes bibliographical references (pages 283-289) 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
FIEB16856636
Dimensions
24 cm.
Edition
Second edition.
Extent
xxiii, 296 pages
Isbn
9780470583623
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)607988950

Library Locations

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