Analysis of Finacial Time Series(金融时间序列分析)

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作者：RUEY S. TSAY

University of Chicago

目录：

1. Financial Time Series and Their Characteristics

2. Linear Time Series Analysis and Its Applications

3.Conditional Heteroscedastic Models

4. Nonlinear Models and Their Applications

5. High-Frequency Data Analysis and Market Microstructure

6. Continuous-Time Models and Their Applications

7. Extreme Values, Quantile Estimation, and Value at Risk

8. Multivariate Time Series Analysis and Its Applications

9. Multivariate Volatility Models and Their Applications

10. Markov Chain Monte Carlo Methods with Applications

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105898.rar (4.21 MB)

2007-4-6 17:14:00 上传

Analysis of Finacial Time Series(金融时间序列分析)

[此贴子已经被作者于2007-4-6 17:14:12编辑过]

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关键词：Time Series Finacial Analysis 金融时间序列分析 Analysi 金融 Analysis 时间序列分析 Series Finacial

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