Analysis of Financial Time Series, Ruey Tsay

Автор: Ruey S. Tsay
Название: Analysis of Financial Time Series, 2nd Edition
ISBN: 0471690740 ISBN-13(EAN): 9780471690740
Издательство: Wiley
Цена: 98730 T
Наличие на складе: Поставка под заказ.
Описание: Gives an introduction to financial econometric models and their applications to modeling and prediction of financial time series data. This work also helps you master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high frequency financial data, and continuous time models.

Автор: Durbin, James; Koopman, Siem Jan
Название: Time Series Analysis by State Space Methods
ISBN: 019964117X ISBN-13(EAN): 9780199641178
Издательство: Oxford Academ
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Цена: 126720.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This new edition updates Durbin & Koopman`s important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.

Автор: Hamilton, James
Название: Time Series Analysis
ISBN: 0691042896 ISBN-13(EAN): 9780691042893
Издательство: Wiley
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Цена: 73920.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

Автор: Box-Steffensmeier
Название: Time Series Analysis for the Social Sciences
ISBN: 0521691559 ISBN-13(EAN): 9780521691550
Издательство: Cambridge Academ
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Цена: 30610.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.

Автор: Box G. E. P.
Название: Time Series Analysis: Forecasting and Control, 4th Edition
ISBN: 0470272848 ISBN-13(EAN): 9780470272848
Издательство: Wiley
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Цена: 123550.00 T
Наличие на складе: Поставка под заказ.
Описание: This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application forecasting, model specification, estimation, modeling the effects of intervention events, and process control, among others. In addition to meticulous modifications in content and improvements in style, the new edition incorporates several new topics in an effort to modernize the subject matter. These topics include extensive discussions of multivariate time series, smoothing, likelihood function based on the state space model, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.

Автор: Commandeur, Jacques J.F.; Koopman, Siem Jan
Название: An Introduction to State Space Time Series Analysis
ISBN: 0199228876 ISBN-13(EAN): 9780199228874
Издательство: Oxford Academ
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Цена: 90810.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.

Автор: Pena, Daniel S. Tiao, George C. Tsay, Ruey S.
Название: Course in time series analysis
ISBN: 047136164X ISBN-13(EAN): 9780471361640
Издательство: Wiley
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Цена: 209030.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data.

Автор: Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul
Название: Introduction to Time Series Analysis and Forecasting
ISBN: 1118745116 ISBN-13(EAN): 9781118745113
Издательство: Wiley
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Цена: 121390.00 T
Наличие на складе: Поставка под заказ.
Описание: Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.

Автор: Alexander
Название: Market Risk Analysis ; Practical Financial Econometrics, Volume II
ISBN: 0470998016 ISBN-13(EAN): 9780470998014
Издательство: Wiley
Рейтинг:
Цена: 58080.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set.

Автор: Saunders
Название: Financial Institutions Management: A Risk Management Approach
ISBN: 1259010856 ISBN-13(EAN): 9781259010859
Издательство: McGraw-Hill
Рейтинг:
Цена: 40950.00 T
Наличие на складе: Невозможна поставка.
Описание: Provides an approach that focuses on managing return and risk in modern financial institutions.

Название: The Econometric Modelling of Financial Time Series
ISBN: 0521624924 ISBN-13(EAN): 9780521624923
Издательство: Cambridge Academ
Рейтинг:
Цена: 28500.00 T
Наличие на складе: Невозможна поставка.
Описание: Substantially revised and updated second edition of Terry Mills' best-selling graduate textbook The Econometric Modelling of Financial Time Series. The book provides detailed coverage of the variety of models that are currently being used in the empiric

Автор: John C. Hull
Название: Risk management and financial institutions, 4th ed
ISBN: 1118955943 ISBN-13(EAN): 9781118955949
Издательство: Wiley
Рейтинг:
Цена: 105600.00 T
Наличие на складе: Невозможна поставка.
Описание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids.try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY  find indispensable.ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations.aluation.Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley.  ned to be used every day in the fast–paced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a must–have reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat

Автор: Ruey S. Tsay
Название: Analysis of Financial Time Series, 2nd Edition
ISBN: 0471690740 ISBN-13(EAN): 9780471690740
Издательство: Wiley
Рейтинг:
Цена: 98730.00 T
Наличие на складе: Поставка под заказ.
Описание: Gives an introduction to financial econometric models and their applications to modeling and prediction of financial time series data. This work also helps you master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high frequency financial data, and continuous time models.