【完整书名】Time Series: Applications to Finance
【完整作者名】Ngai Hang Chan
【语言】English
【关键词】Time Series; Finance
【出版信息】Wiley-Interscience; 1 edition (April 18, 2002)
【ISBN号】ISBN-10: 0471411175  ISBN-13: 978-0471411178
【是否完整】是
【可否复制】是
【是否有书签】否
【稀缺度自评】1
【是否当年新书】否
【内容简介】
Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations. Examples and discussions in the later chapters of the book make recent developments in time series more accessible. Examples from 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.
【图书目录】
Preface.
Introduction.
Probability Models.
Autoregressive Moving Average Models.
Estimations in Time Domain.
Examples in SPLUS.
Forecasting.
Spectral Analysis.
Nonstationarity.
Heteroskedasticity.
Multivariate Time Series.
State Space Models.
Multivariate GARCH.
Cointegrations and Common Trends.
References.

谢谢了！希望多为R软件的推广做贡献！

谢谢

xie xie

刚来，就让我很感谢你了