Analysis of financial time series / Ruey S. Tsay / Canadá : John Wiley & Sons (2010)

Público ISBD Vista personalizada Título : Analysis of financial time series Tipo de documento: texto impreso Autores: Ruey S. Tsay, Autor Mención de edición: Tercera edición Editorial: Canadá : John Wiley & Sons Fecha de publicación: 2010 Número de páginas: xxiii, 677 páginas Il.: ilustraciones Dimensiones: 24 cm ISBN/ISSN/DL: 978-0-470-41435-4 Nota general: Incluye referencias bibliográficas Idioma : Inglés (eng) Clasificación: [Agneaux] Econometrics [Agneaux] risk management [Agneaux] Time-series analysis Nota de contenido: Financial time series their characteristics -- Linear time analysis and its applications -- Conditional heteroscedastic models -- Nonlinear models and their applications -- Multivariate time series analysis and its applications -- Principal component analysis and factor models -- Multivariate volatility models and their applications -- State-Space models and Kalman filter -- Markov chain monte carlo methods with applications. Link: https://biblioteca.unap.edu.pe/opac_css/index.php?lvl=notice_display&id=115087 Analysis of financial time series [texto impreso] / Ruey S. Tsay, Autor  . -  Tercera edición . - Canadá : John Wiley & Sons, 2010 . - xxiii, 677 páginas : ilustraciones ; 24 cm. ISBN : 978-0-470-41435-4 Incluye referencias bibliográficas Idioma : Inglés (eng) Clasificación: [Agneaux] Econometrics [Agneaux] risk management [Agneaux] Time-series analysis Nota de contenido: Financial time series their characteristics -- Linear time analysis and its applications -- Conditional heteroscedastic models -- Nonlinear models and their applications -- Multivariate time series analysis and its applications -- Principal component analysis and factor models -- Multivariate volatility models and their applications -- State-Space models and Kalman filter -- Markov chain monte carlo methods with applications. Link: https://biblioteca.unap.edu.pe/opac_css/index.php?lvl=notice_display&id=115087 Analysis of financial time series Tsay, Ruey S. - Canadá : John Wiley & Sons - 2010 Incluye referencias bibliográficas Financial time series their characteristics -- Linear time analysis and its applications -- Conditional heteroscedastic models -- Nonlinear models and their applications -- Multivariate time series analysis and its applications -- Principal component analysis and factor models -- Multivariate volatility models and their applications -- State-Space models and Kalman filter -- Markov chain monte carlo methods with applications.

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