圖書標籤: 時間序列 金融 Finance Econometrics TimeSeries 計量經濟學 統計 Statistics
发表于2024-12-23
Analysis of Financial Time Series pdf epub mobi txt 電子書 下載 2024
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.
Ruey S,Tsay(蔡瑞胸),美國芝加哥大學布斯商學院經濟計量及統計學的H G.B.Alexande r講席教授。1 982年於美國威斯康星大學麥迪遜分校獲得統計學博士學位。中國颱灣“中央研究院”院士,美國統計協會和數理統計學會的會士,Journal of Forecastin9的聯閤主編,Journal of FinancialEconometrics的副主編。曾任美國統計學會商務與經濟統計分會主席、《商務與經濟統計》期刊主編。
time series analysis過時瞭嗎
評分寫得跟傻瓜相機一樣通俗。
評分Pretty good book on time series analysis.
評分time series analysis過時瞭嗎
評分據說是金數大四最難的課。。。加油。。。
研究生time series的课本。 这书覆盖的topic挺广的,算是百科全书类的吧,个人觉得不适合初学者用,有些东西写得太深。从前面的neural network进行数值计算参数(只谈论forward feeding 没谈back propagation),到后来简单的Markov model(初学者要自己动手实现这个还是有点小...
評分刚拿到书,貌似好难啊。不如恩德斯的《应用时间序列分析》容易好看。 建议没有时间序列基础的同学,最好不要买。 而且不太明白为什么有人说它好简单。汗,看来自己的水平太低了。
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評分刚拿到书,貌似好难啊。不如恩德斯的《应用时间序列分析》容易好看。 建议没有时间序列基础的同学,最好不要买。 而且不太明白为什么有人说它好简单。汗,看来自己的水平太低了。
評分说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋...
Analysis of Financial Time Series pdf epub mobi txt 電子書 下載 2024