Time series : applications to finance with R and S-Plus /

Time series : applications to finance with R and S-Plus / / Ngai Hang Chan.

"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....

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ProQuest (Firm)
Chan, Ngai Hang.
TeilnehmendeR:
ProQuest (Firm)
Year of Publication:2010
Edition:2nd ed.
Language:English
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Physical Description:xxiii, 296 p. :; ill.
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ctrlnum (MiAaPQ)500699152
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(CaPaEBR)ebr10444387
(CaONFJC)MIL367801
(OCoLC)705354491
collection bib_alma
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spelling Chan, Ngai Hang.
Time series [electronic resource] : applications to finance with R and S-Plus / Ngai Hang Chan.
2nd ed.
Hoboken, N.J. : Wiley, 2010.
xxiii, 296 p. : ill.
Includes bibliographical references and indexes.
"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."-- Provided by publisher.
"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"-- Provided by publisher.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Time-series analysis.
Econometrics.
Risk management.
Electronic books.
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=699152 Click to View
language English
format Electronic
eBook
author Chan, Ngai Hang.
spellingShingle Chan, Ngai Hang.
Time series applications to finance with R and S-Plus /
author_facet Chan, Ngai Hang.
ProQuest (Firm)
ProQuest (Firm)
author_variant n h c nh nhc
author2 ProQuest (Firm)
author2_role TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Chan, Ngai Hang.
title Time series applications to finance with R and S-Plus /
title_sub applications to finance with R and S-Plus /
title_full Time series [electronic resource] : applications to finance with R and S-Plus / Ngai Hang Chan.
title_fullStr Time series [electronic resource] : applications to finance with R and S-Plus / Ngai Hang Chan.
title_full_unstemmed Time series [electronic resource] : applications to finance with R and S-Plus / Ngai Hang Chan.
title_auth Time series applications to finance with R and S-Plus /
title_new Time series
title_sort time series applications to finance with r and s-plus /
publisher Wiley,
publishDate 2010
physical xxiii, 296 p. : ill.
edition 2nd ed.
isbn 9781118030714 (electronic bk.)
callnumber-first H - Social Science
callnumber-subject HA - Statistics
callnumber-label HA30
callnumber-sort HA 230.3 C47 42010
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=699152
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.01/51955
dewey-sort 3332.01 551955
dewey-raw 332.01/51955
dewey-search 332.01/51955
oclc_num 705354491
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is_hierarchy_title Time series applications to finance with R and S-Plus /
author2_original_writing_str_mv noLinkedField
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