Time series (Record no. 246453)
| 000 -LEADER | |
|---|---|
| fixed length control field | 02537nam a2200361 a 4500 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01/51955 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Chan, Ngai Hang. |
| 245 10 - TITLE STATEMENT | |
| Title | Time series |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Hoboken, N.J. : |
| Name of publisher | Wiley, |
| Year of publication | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxiii, 296 p. : |
| Other physical details | ill. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "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."-- |
| Summary, etc | "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"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Time-series analysis. |
| Topical Term | Econometrics. |
| Topical Term | Risk management. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10444387 |
| 520 ## - SUMMARY, ETC. | |
| -- | Provided by publisher. |
| -- | Provided by publisher. |
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