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Time Series - Applications to Finance with R and S-Plus 2e

Name: Time Series - Applications to Finance with R and S-Plus 2e
Brand: John Wiley & Sons Inc
SKU: 01388539
Price: 153.39 EUR
Availability: InStock
Author: Ngai Hang Chan
ISBN: 9780470583623

Ngai Hang Chan

Language

English

Book Hardback

Libristo code: 01388539

Publishers John Wiley & Sons Inc, October 2010

This book is designed to help readers grasp the conceptual underpinnings of time series modeling in... Full description

Libristo code: 01388539

375 b

153.39 € VAT included

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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. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text.