Youll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This edition continues to emphasize empirical financial data and focuses on real-world examples. Youll master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high-frequency financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods.
This is an ideal textbook for MBA students and a key reference for researchers and professionals in business and finance. Order your copy today.
Youll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This edition continues to emphasize empirical financial data and focuses on real-world examples. Youll master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high-frequency financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods.
This is an ideal textbook for MBA students and a key reference for researchers and professionals in business and finance. Order your copy today.
Imprint | Wiley-Interscience |
Country of origin | United States |
Series | Wiley Series in Probability and Statistics, 720 |
Release date | July 2007 |
Availability | We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available. |
First published | 2005 |
Authors | Ruey S. Tsay |
Format | Electronic book text |
Pages | 640 |
Edition | 2nd Revised edition |
ISBN-13 | 978-0-470-23186-9 |
Barcode | 9780470231869 |
Categories | |
LSN | 0-470-23186-6 |