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Analysis of financial time series Ruey S. Tsay
Tipo de material:
ArtículoIdioma: Inglés Series Wiley series in probability and statisticsDetalles de publicación: Hoboken, N.J. Wiley Interscience 2005Edición: 2nd edDescripción: xxi, 605 p il., gráficas 23 cmISBN: - 9780471690740
- 0471690740
- 332.0151955 T719a 21
Contenidos:
1. Financial time series and their chacacterisrics ; 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, Quantile Estimation, 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
| Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Copia número | Estado | Notas | Fecha de vencimiento | Código de barras | |
|---|---|---|---|---|---|---|---|---|---|
| Libro Colección General | Central Bogotá Sala General | Colección General | 332.0151955 T719a (Navegar estantería(Abre debajo)) | 1 | Disponible | 0000000094192 | |||
| Libro Colección General | Central Bogotá Sala General | Colección General | 332.0151955 T719a (Navegar estantería(Abre debajo)) | 2 | Disponible | 0000000097668 |
Incluye referencias bibliográficas e índice
1. Financial time series and their chacacterisrics ; 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, Quantile Estimation, 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