||4 of 4 people found the following review helpful.| A nice up-to-date collection of time series techniques|By Robby|A nice up-to-date collection of time series techniques. Should be useful for someone who already has some experience in the field. However, would not recommend as an introduction for an uninitiated.
Pros: * Covers a broad scope of up-to-date time series topics. * Presentations of models are co||"Analysis of financial time series, third edition, is an ideal book for introductory courses on time series at the graduate level and a valuable supplement for statistics courses in time series at the upper-undergraduate level." (Mathematical s, 2011)
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 uni... [PDF.nb10] Analysis of Financial Time Series Rating: 4.94 (449 Votes)
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You easily download any file type for your gadget.Analysis of Financial Time Series | Ruey S. Tsay. Which are the reasons I like to read books. Great story by a great author.
