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Analysis of Financial Time Series Hardcover Ruey S. Tsay

uk_better_world_books
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Condition:
Good
Ships from the UK. Former library book; may include library markings. Used book that is in clean, ... Read moreAbout condition
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eBay item number:116535601992
Last updated on 13 Jun, 2025 01:45:16 BSTView all revisionsView all revisions

Item specifics

Condition
Good
A book that has been read, but is in good condition. Minimal damage to the book cover eg. scuff marks, but no holes or tears. If this is a hard cover, the dust jacket may be missing. Binding has minimal wear. The majority of pages are undamaged with some creasing or tearing, and pencil underlining of text, but this is minimal. No highlighting of text, no writing in the margins, and no missing pages. See the seller’s listing for full details and description of any imperfections. See all condition definitionsopens in a new window or tab
Seller notes
“Ships from the UK. Former library book; may include library markings. Used book that is in clean, ...
Features
EX-LIBRARY
Book Title
Analysis of Financial Time Series Hardcover Ruey S. Tsay
ISBN
9780470414354
Publication Year
2010
Type
Textbook
Format
Hardcover
Language
English
Publication Name
Analysis of Financial Time Series
Item Height
243 mm
Author
Ruey S. Tsay
Publisher
John Wiley & Sons INC International Concepts
Subject
Economics, Finance, Mathematics
Item Weight
1210 g
Item Width
165 mm
Number of Pages
720 Pages

About this product

Product Information

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.

Product Identifiers

Publisher
John Wiley & Sons INC International Concepts
ISBN-13
9780470414354
eBay Product ID (ePID)
93349639

Product Key Features

Number of Pages
720 Pages
Language
English
Publication Name
Analysis of Financial Time Series
Publication Year
2010
Subject
Economics, Finance, Mathematics
Type
Textbook
Author
Ruey S. Tsay
Format
Hardcover

Dimensions

Item Height
243 mm
Item Weight
1210 g
Item Width
165 mm

Additional Product Features

Country/Region of Manufacture
United States
Title_Author
Ruey S. Tsay

Item description from the seller

Seller business information

I certify that all my selling activities will comply with all EU laws and regulations.
VAT number: GB 938775170
CRN: 06570267
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uk_better_world_books

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