000 | 03094cam a22004454i 4500 | ||
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005 | 20221101192001.0 | ||
008 | 020527s2002 nyua b 001 0 eng d | ||
010 | _a 2001026955 | ||
011 | _aBIB MATCHES WORLDCAT | ||
020 |
_a0471411175 _qcloth (alk. paper) |
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020 |
_a9780471411178 _qcloth (alk. paper) |
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035 | _a(DLC) 2001026955 | ||
035 | _a(OCoLC)47181966 | ||
040 |
_aDLC _beng _erda _dATU |
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042 | _apcc | ||
050 | 0 | 0 |
_aHA30.3 _b.C47 2002 |
082 | 0 | 0 |
_a332.015195 _221 |
100 | 1 |
_aChan, Ngai Hang, _eauthor. _91051063 |
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245 | 1 | 0 |
_aTime series : _bapplications to finance / _cNgai Hang Chan. |
264 | 1 |
_aNew York : _bWiley-Interscience, _c[2002] |
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264 | 4 | _c©2002 | |
300 |
_axiii, 203 pages : _billustrations ; _c24 cm. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_aunmediated _bn _2rdamedia |
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338 |
_avolume _bnc _2rdacarrier |
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490 | 1 | _aWiley series in probability and statistics | |
504 | _aIncludes bibliographical references (pages 195-199) and index. | ||
505 | 0 | 0 |
_g1. _tIntroduction -- _g2. _tProbability Models -- _g3. _tAutoregressive Moving Average Models -- _g4. _tEstimation in the Time Domain -- _g5. _tExamples in SPLUS -- _g6. _tForecasting -- _g7. _tSpectral Analysis -- _g8. _tNonstationarity -- _g9. _tHeteroskedasticity -- _g10. _tMultivariate Time Series -- _g11. _tState Space Models -- _g12. _tMultivariate GARCH -- _g13. _tCointegrations and Common Trends. |
520 | 1 | _a"Time Series 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 are discussed and illustrated in detail with real financial examples. These techniques include nonstationarity, heteroskedasticity; multivariate time series; state space modeling and stochastic volatility; multivariate GARCH; and cointegrations and common trends." "All examples are systematically illustrated with S-Plus and highlight the relevance of time series in financial applications. Detailed analyses and explanations for the S-Plus commands, as well as challenging end-of-chapter exercises, are also provided."--BOOK JACKET. | |
588 | _aMachine converted from AACR2 source record. | ||
650 | 0 |
_aTime-series analysis _9325098 |
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650 | 0 |
_aEconometrics. _9345416 |
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650 | 0 |
_aRisk management. _9323444 |
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830 | 0 |
_aWiley series in probability and statistics. _9241467 |
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856 | 4 | 2 |
_3Contributor biographical information _uhttp://www.loc.gov/catdir/bios/wiley043/2001026955.html |
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_a.b10933372 _b10-06-19 _c27-10-15 |
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