金融时间序列分析 by Tsay （最新第三版,3rd Edition)_金融时间序列分析第三版

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Analysis of Financial Time Series (3rd Edition analysis.of.financial.time.series.Tsay.3rd.pdf (6.68 MB, 需要: 2 个论坛币)

2011-8-7 11:16:09 上传

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by ruey s. Tsay
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.

The author begins with basic characteristics of financial time series data before covering three main topics:

• Analysis and application of univariate financial time series
• The return series of multiple assets
• Bayesian inference in finance methods
  

Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets.
The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.

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关键词：金融时间序列分析 Edition 时间序列分析 金融时间序列 dition 计量经济 金融时间序列分析第三版 金融时间序列分析 金融时间序列分析第三版答案

路过，帮顶！

英文版的已经有了吧

太好了，谢谢了。

太好了，谢谢了。

好书，好书！！！

非常感谢啊

想当年我上传的第二版可是论坛首发，没想到现在都是第三版了。 这本书可以说什么都没讲清楚，却啥都包容进去了。。。不适合作为教材使用，个人看法。

期待不断啊~~

谢谢