[分享]Time Series: Applications to Finance

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Time Series: Applications to Finance Book Description

Expert coverage of time series techniques for financial applications
Time Series is designed to help readers grasp the conceptualunderpinnings of time series modeling in order to gain a deeperunderstanding of the ever-changing dynamics of the financial world. Itcovers theory and application equally for readers from both financialand mathematical backgrounds.
The book offers succinct coverageof standard topics in statistical time series-such as forecasting andspectral analysis-in a manner that is both technical and conceptual.Recent developments in nonstandard time series techniques are discussedand illustrated in detail with real financial examples. Thesetechniques include:
* Nonstationarity
* Heteroskedasticity
* Multivariate time series
* State space modeling and stochastic volatility
* Multivariate GARCH
* Cointegrations and common trends
All examples are systematically illustrated with S-Plus(r) andhighlight the relevance of time series in financial applications.Detailed analyses and explanations for the S-Plus commands, as well aschallenging end-of-chapter exercises, are also provided.
Elements ofFinancial Time Series fills a gap in the market in the area offinancial time series analysis by giving both conceptual and practicalillustrations. Examples and discussions in the later chapters of thebook make recent developments in time series more accessible. Examplesfrom finance are maximized as much as possible throughout the book.
* Full set of exercises is displayed at the end of each chapter.
* First seven chapters cover standard topics in time series at a high-intensity level.
* Recent and timely developments in nonstandard time series techniques are illustrated with real finance examples in detail.
* Examples are systemically illustrated with S-plus with codes and data available on an associated Web site.
N H Chan has contributed to Time Series: Applications to Finance as an author.Carnegie Mellon University.

Ngai Hang Chan has contributed to Time Series: Applications to Financeas an author.NGAI HANG CHAN, PhD, is Chairman and Professor of Statistics of theDepartment of Statistics at The Chinese University of Hong Kong wherehe was formerly Director of the Risk Management Science Program. He isan elected Fellow of the Institute of Mathematical Statistics, theauthor of Time Series: Applications to Finance (Wiley), and is also theassociate editor of six journals. His research interests includestatistical finance, risk management, time series, econometrics, andstochastic modeling.

可以到amazon看看目錄

http://www.amazon.com/Time-Applications-Finance-Probability-Statistics/dp/0471411175

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关键词：Applications Time Series Application Finance Financ techniques designed standard readers Series

非常感谢分享

先下载下来好好学习下！！！！！

thanks a lot

先下载下来好好学习下！！！！！
本文来自: 人大经济论坛 详细出处参考：http://www.pinggu.org/bbs/viewth ... &from^^uid=629211

谢谢啦，就是太贵啦

good but so expensive

thanks for sharing this book

谢谢分享了~ 正好这学期要用到这本书~

02版，不清楚，受骗了！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！