Time Series
eBook - PDF

Time Series

Applications to Finance

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Time Series

Applications to Finance

About this book

Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations. Examples and discussions in the later chapters of the book make recent developments in time series more accessible. Examples from finance are maximized as much as possible throughout the book.
* Full set of exercises is displayed at the end of each chapter.
* First seven chapters cover standard topics in time series at a high-intensity level.
* Recent and timely developments in nonstandard time series techniques are illustrated with real finance examples in detail.
* Examples are systemically illustrated with S-plus with codes and data available on an associated Web site.

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Yes, you can access Time Series by Ngai Hang Chan in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Information

Table of contents

  1. Contents
  2. Preface
  3. 1 Introduction
  4. 2 Probability Models
  5. 3 Autoregressive Moving Average Models
  6. 4 Estimation in the Time Domain
  7. 5 Examples in SPLUS
  8. 6 Forecasting
  9. 7 Spectral Analysis
  10. 8 Nonstationarity
  11. 9 Heteroskedasticity
  12. 10 Multivariate Time Series
  13. 11 State Space Models
  14. 12 Multivariate GARCH
  15. 13 Cointegrations and Common Trends
  16. References
  17. Index