Time series: applications to finance with R and S-Plus
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
2010
|
| Ausgabe: | 2nd ed |
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and indexes "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."-- "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"-- |
| Beschreibung: | xxiii, 296 p. |
| ISBN: | 9781118030714 |
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| 100 | 1 | |a Chan, Ngai Hang |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Time series |b applications to finance with R and S-Plus |c Ngai Hang Chan |
| 250 | |a 2nd ed | ||
| 264 | 1 | |a Hoboken, N.J. |b Wiley |c 2010 | |
| 300 | |a xxiii, 296 p. | ||
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| 500 | |a Includes bibliographical references and indexes | ||
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| 500 | |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"-- | ||
| 650 | 4 | |a Time-series analysis | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Risk management | |
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Datensatz im Suchindex
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| author | Chan, Ngai Hang |
| author_facet | Chan, Ngai Hang |
| author_role | aut |
| author_sort | Chan, Ngai Hang |
| author_variant | n h c nh nhc |
| building | Verbundindex |
| bvnumber | BV044154767 |
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| ctrlnum | (ZDB-30-PAD)EBC699152 (ZDB-89-EBL)EBL699152 (OCoLC)705354491 (DE-599)BVBBV044154767 |
| dewey-full | 332.01/51955 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/51955 |
| dewey-search | 332.01/51955 |
| dewey-sort | 3332.01 551955 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2nd ed |
| format | Electronic eBook |
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| id | DE-604.BV044154767 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:45:15Z |
| institution | BVB |
| isbn | 9781118030714 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029561612 |
| oclc_num | 705354491 |
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| physical | xxiii, 296 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Wiley |
| record_format | marc |
| spelling | Chan, Ngai Hang Verfasser aut Time series applications to finance with R and S-Plus Ngai Hang Chan 2nd ed Hoboken, N.J. Wiley 2010 xxiii, 296 p. txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and indexes "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."-- "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"-- Time-series analysis Econometrics Risk management Ökonometrie (DE-588)4132280-0 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Zeitreihenanalyse (DE-588)4067486-1 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-58362-3 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Chan, Ngai Hang Time series applications to finance with R and S-Plus Time-series analysis Econometrics Risk management Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4067486-1 (DE-588)4121590-4 |
| title | Time series applications to finance with R and S-Plus |
| title_auth | Time series applications to finance with R and S-Plus |
| title_exact_search | Time series applications to finance with R and S-Plus |
| title_full | Time series applications to finance with R and S-Plus Ngai Hang Chan |
| title_fullStr | Time series applications to finance with R and S-Plus Ngai Hang Chan |
| title_full_unstemmed | Time series applications to finance with R and S-Plus Ngai Hang Chan |
| title_short | Time series |
| title_sort | time series applications to finance with r and s plus |
| title_sub | applications to finance with R and S-Plus |
| topic | Time-series analysis Econometrics Risk management Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Time-series analysis Econometrics Risk management Ökonometrie Zeitreihenanalyse Risikomanagement |
| work_keys_str_mv | AT channgaihang timeseriesapplicationstofinancewithrandsplus |