Analysis of Financial Time Series, 3rd [推广有奖]

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gonnaago 发表于 2019-2-2 22:09:34 |AI写论文

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Analysis of Financial Time Series, 3rd.pdf (6.77 MB, 需要: 1 个论坛币)

书籍名称：Analysis of Financial Time Series

作者：Ruey S. Tsay

出版年份：2010, 3rd Edition

共707p，文字版（非扫描版）PDF

ISBN 978-0-470-41435-4

Preface xvii Preface to the Second Edition
Preface to the First Edition
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, Quantiles, and Value at Risk
8 Multivariate Time Series Analysis and Its Applications
9 Principal Component Analysis and Factor Models
10 Multivariate Volatility Models and Their Applications
11 State-Space Models and Kalman Filter
12 Markov Chain Monte Carlo Methods with Applications
Index