| 000 | 02675nam a2200421 a 4500 | ||
|---|---|---|---|
| 001 | EBC699152 | ||
| 003 | MiAaPQ | ||
| 005 | 20240120132527.0 | ||
| 006 | m o d | | ||
| 007 | cr cn||||||||| | ||
| 008 | 100423s2010 njua sb 001 0 eng d | ||
| 010 | _z 2010016632 | ||
| 020 | _z9780470583623 (hardback) | ||
| 020 | _a9781118030714 (electronic bk.) | ||
| 035 | _a(MiAaPQ)EBC699152 | ||
| 035 | _a(Au-PeEL)EBL699152 | ||
| 035 | _a(CaPaEBR)ebr10444387 | ||
| 035 | _a(CaONFJC)MIL367801 | ||
| 035 | _a(OCoLC)705354491 | ||
| 040 |
_aMiAaPQ _cMiAaPQ _dMiAaPQ |
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| 050 | 4 |
_aHA30.3 _b.C47 2010 |
|
| 082 | 0 | 4 |
_a332.01/51955 _222 |
| 100 | 1 | _aChan, Ngai Hang. | |
| 245 | 1 | 0 |
_aTime series _h[electronic resource] : _bapplications to finance with R and S-Plus / _cNgai Hang Chan. |
| 250 | _a2nd ed. | ||
| 260 |
_aHoboken, N.J. : _bWiley, _c2010. |
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| 300 |
_axxiii, 296 p. : _bill. |
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| 504 | _aIncludes bibliographical references and indexes. | ||
| 520 |
_a"This book 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 such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."-- _cProvided by publisher. |
||
| 520 |
_a"This book 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"-- _cProvided by publisher. |
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| 533 | _aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | _aTime-series analysis. | |
| 650 | 0 | _aEconometrics. | |
| 650 | 0 | _aRisk management. | |
| 655 | 4 | _aElectronic books. | |
| 710 | 2 | _aProQuest (Firm) | |
| 856 | 4 | 0 |
_uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=699152 _zClick to View |
| 999 |
_c65031 _d65031 |
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