Analysis of Financial Time Series pdf epub mobi txt 電子書下載2025

簡體網頁||繁體網頁

☆☆☆☆☆

出版者:Wiley

作者:Ruey S. Tsay

出品人:

頁數:677

译者:

出版時間:2010-09-21

價格:USD 120.00

裝幀:Hardcover

isbn號碼:9780470414354

叢書系列:Wiley Series in Probability and Statistics

圖書標籤:

時間序列
金融
Finance
Econometrics
TimeSeries
計量經濟學
統計
Statistics
Financial Time Series
Econometrics
Time Series Analysis
Finance
Stochastic Processes
Data Analysis
Modeling
Forecasting
Statistics
Machine Learning

下載連結在頁面底部

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 複製連結

想要找書就要到小美書屋

book.quotespace.org

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

具體描述

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.

著者簡介

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。

圖書目錄

讀後感

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...

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☆☆☆☆☆

这本书已经是第三版，它的知名度只要是学金融的应该都知道。这本书最大的优点在于行文直接明了并配以大量实例来展示各种计量方法的应用。当然，从另一个方面来说这也算一个缺点：遗漏了很多理论上的证明。不过，这本书本就是应用导向，把理论加上可能反倒失去了对大众而言的可...

用戶評價

评分☆☆☆☆☆

Especially love the way it presents the GARCH family. The book also serves as a cookbook of financial time series analysis, with well maintained modeling guidance, sample code, and example data.

评分☆☆☆☆☆

time series analysis過時瞭嗎

评分☆☆☆☆☆

手寫R Code投影當幻燈片，帶跟木棍來上課的蔡教授敲可愛!

评分☆☆☆☆☆

好難哦。。。

评分☆☆☆☆☆

非常偏重應用的一本書