Time series : applications to finance with R and S-Plus / Ngai Hang Chan.
Material type:
TextPublication details: Hoboken, N.J. : Wiley, c2010Edition: 2nd edDescription: xxiii, 296 p. : ill. ; 25 cmISBN: 9780470583623 (hbk.)Subject(s): Time-series analysis | Econometrics | Risk managementDDC classification: 332.0151 LOC classification: HA30.3 | .C43 2010Summary: "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."--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"--
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Staff Circulation
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APU Library Open Shelf | Book | HA30.3 .C43 2010 c.1 (Browse shelf (Opens below)) | 1 | Available (No use restrictions) | 00021212 | |
General Circulation
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APU Library Open Shelf | Book | HA30.3 .C43 2010 c.2 (Browse shelf (Opens below)) | 2 | Available (No use restrictions) | 00021213 |
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| HA29 .R86 2000 c.1 Fundamentals of behavioral statistics / | HA29 .S25 2011 c.1 Statistics for people who (think they) hate statistics / | HA29 .W66 2006 c.1 Statistics made simple for healthcare and social science professionals and students / | HA30.3 .C43 2010 c.1 Time series : | HA30.3 .C43 2010 c.2 Time series : | HA30.3 .C43 2017 c.1 Time series analysis and its applications : | HA30.3 .C43 2017 c.2 Time series analysis and its applications : |
Includes bibliographical references and indexes.
"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."--
"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"--
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