Cargando…
Time series : applications to finance with R and S-Plus /
"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....
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
©2010.
|
| Edición: | 2nd ed. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn705354491 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 110304s2010 njua ob 001 0 eng d | ||
| 040 | |a DG1 |b eng |e pn |c DG1 |d YDXCP |d E7B |d OCLCQ |d REDDC |d OCLCQ |d OCLCO |d OCLCQ |d EBLCP |d N$T |d OCLCF |d DEBSZ |d OCLCQ |d DEBBG |d AZK |d LOA |d COCUF |d DG1 |d MOR |d LIP |d PIFAG |d ZCU |d MERUC |d OCLCQ |d U3W |d OCLCQ |d STF |d WRM |d ICG |d VT2 |d OCLCQ |d WYU |d TKN |d OCLCQ |d DKC |d OCLCQ |d OL$ |d OCLCQ |d UKCRE |d BOL |d VLY |d OCLCQ |d SFB |d VHC |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 019 | |a 708566172 |a 961511253 |a 962355582 |a 962696716 |a 966231739 |a 988412139 |a 991993282 |a 1037762773 |a 1038682392 |a 1055405804 |a 1064969407 |a 1114415275 |a 1153553349 |a 1162048623 |a 1290091384 |a 1303398347 | ||
| 020 | |a 9781118032466 |q (electronic bk.) | ||
| 020 | |a 1118032462 |q (electronic bk.) | ||
| 020 | |a 9781118030714 |q (electronic bk.) | ||
| 020 | |a 1118030710 |q (electronic bk.) | ||
| 020 | |a 0470583622 | ||
| 020 | |a 9780470583623 | ||
| 020 | |a 1280759488 | ||
| 020 | |a 9781280759482 | ||
| 020 | |a 9786613678010 | ||
| 020 | |a 6613678015 | ||
| 020 | |z 9780470583623 |q (hardback) | ||
| 029 | 1 | |a AU@ |b 000047057180 | |
| 029 | 1 | |a AU@ |b 000053277917 | |
| 029 | 1 | |a AU@ |b 000060531893 | |
| 029 | 1 | |a CHNEW |b 000609572 | |
| 029 | 1 | |a CHVBK |b 303156465 | |
| 029 | 1 | |a DEBBG |b BV041053167 | |
| 029 | 1 | |a DEBBG |b BV043392855 | |
| 029 | 1 | |a DEBBG |b BV044154767 | |
| 029 | 1 | |a DEBSZ |b 396999379 | |
| 029 | 1 | |a DEBSZ |b 428124143 | |
| 029 | 1 | |a DEBSZ |b 430994958 | |
| 029 | 1 | |a HEBIS |b 299818349 | |
| 029 | 1 | |a NZ1 |b 13799185 | |
| 029 | 1 | |a NZ1 |b 14255884 | |
| 029 | 1 | |a NZ1 |b 15290960 | |
| 035 | |a (OCoLC)705354491 |z (OCoLC)708566172 |z (OCoLC)961511253 |z (OCoLC)962355582 |z (OCoLC)962696716 |z (OCoLC)966231739 |z (OCoLC)988412139 |z (OCoLC)991993282 |z (OCoLC)1037762773 |z (OCoLC)1038682392 |z (OCoLC)1055405804 |z (OCoLC)1064969407 |z (OCoLC)1114415275 |z (OCoLC)1153553349 |z (OCoLC)1162048623 |z (OCoLC)1290091384 |z (OCoLC)1303398347 | ||
| 037 | |a 10.1002/9781118032466 |b Wiley InterScience |n http://www3.interscience.wiley.com | ||
| 050 | 4 | |a HA30.3 |b .C47 2010 | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.01/51955 |2 22 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Chan, Ngai Hang. | |
| 245 | 1 | 0 | |a Time series : |b applications to finance with R and S-Plus / |c Ngai Hang Chan. |
| 250 | |a 2nd ed. | ||
| 260 | |a Hoboken, N.J. : |b Wiley, |c ©2010. | ||
| 300 | |a 1 online resource (xxiii, 296 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 340 | |g polychrome. |2 rdacc |0 http://rdaregistry.info/termList/RDAColourContent/1003 | ||
| 347 | |a text file |2 rdaft |0 http://rdaregistry.info/termList/fileType/1002 | ||
| 505 | 0 | |a Front Matter -- Introduction -- Probability Models -- Autoregressive Moving Average Models -- Estimation in the Time Domain -- Examples in Splus and R -- Forecasting -- Spectral Analysis -- Nonstationarity -- Heteroskedasticity -- Multivariate Time Series -- State Space Models -- Multivariate GARCH -- Cointegrations and Common Trends -- Markov Chain Monte Carlo Methods -- Statistical Arbitrage -- Answers to Selected Exercises -- References -- Subject Index -- Author Index -- Wiley Series in Probability and Statistics. | |
| 520 | |a "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. Recent developments in nonstandard time series techniques such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."-- |c Provided by publisher | ||
| 520 | |a "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"-- |c Provided by publisher | ||
| 504 | |a Includes bibliographical references and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Risk management. | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 6 | |a Économétrie. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Econometrics |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 7 | |a Time-series analysis |2 fast | |
| 758 | |i has work: |a Time series (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGg9xm6QG9HkFjcjtWXrYK |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Chan, Ngai Hang. |t Time series. |b 2nd ed. |d Hoboken, N.J. : Wiley, ©2010 |z 9780470583623 |w (DLC) 2010016632 |w (OCoLC)607988950 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=699152 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL699152 | ||
| 938 | |a ebrary |b EBRY |n ebr10444387 | ||
| 938 | |a EBSCOhost |b EBSC |n 535793 | ||
| 938 | |a YBP Library Services |b YANK |n 3609180 | ||
| 938 | |a YBP Library Services |b YANK |n 3588156 | ||
| 994 | |a 92 |b IZTAP | ||