9780470583623 - Time Series: Applications to Finance With R and S-Plus di Chan, Ngai Hang (22 risultati)

Hardcover. Condizione: Fine. Condizione sovraccoperta: No Dust Jacket. Third printing. Size: Medium (20 to 26cm). Item Type: Book. Text body is clean and unmarked. Binding tight, spine fine. ISBN/EAN: 9780470583623. *** WE ONLY POST TO AUSTRALIA, NZ, CANADA, JAPAN, SINGAPORE & UK VIA THIS SERVICE***.

Condizione: New.

Hardcover. Condizione: new. Hardcover. A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus and R software Time Series: Applications to Finance with R and S-Plus, Second Edition is designed to present an in-depth introduction to the conceptual underpinnings and modern ideas of time series analysis. Utilizing interesting, real-world applications and the latest software packages, this book successfully helps readers grasp the technical and conceptual manner of the topic in order to gain a deeper understanding of the ever-changing dynamics of the financial world. With balanced coverage of both theory and applications, this Second Edition includes new content to accurately reflect the current state-of-the-art nature of financial time series analysis. A new chapter on Markov Chain Monte Carlo presents Bayesian methods for time series with coverage of Metropolis-Hastings algorithm, Gibbs sampling, and a case study that explores the relevance of these techniques for understanding activity in the Dow Jones Industrial Average. The author also supplies a new presentation of statistical arbitrage that includes discussion of pairs trading and cointegration. In addition to standard topics such as forecasting and spectral analysis, real-world financial examples are used to illustrate recent developments in nonstandard techniques, including: NonstationarityHeteroscedasticityMultivariate time seriesState space modeling and stochastic volatilityMultivariate GARCHCointegration and common trends The book's succinct and focused organization allows readers to grasp the important ideas of time series. All examples are systematically illustrated with S-Plus and R software, highlighting the relevance of time series in financial applications. End-of-chapter exercises and selected solutions allow readers to test their comprehension of the presented material, and a related Web site features additional data sets. Time Series: Applications to Finance with R and S-Plus is an excellent book for courses on financial time series at the upper-undergraduate and beginning graduate levels. It also serves as an indispensible resource for practitioners working with financial data in the fields of statistics, economics, business, and risk management. * The author is well known for his clear, concise, and authentic presentation. * Two new chapters now appear on Bayesian methods and arbitrage statistics. * Special emphasis is placed on applications from around the world, including, but not limited to, Asia; China; and Europe. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: new.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New. In.

TAPA DURA. Condizione: New.

Condizione: As New. Unread book in perfect condition.

Hardcover. Condizione: new. Hardcover. A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus and R software Time Series: Applications to Finance with R and S-Plus, Second Edition is designed to present an in-depth introduction to the conceptual underpinnings and modern ideas of time series analysis. Utilizing interesting, real-world applications and the latest software packages, this book successfully helps readers grasp the technical and conceptual manner of the topic in order to gain a deeper understanding of the ever-changing dynamics of the financial world. With balanced coverage of both theory and applications, this Second Edition includes new content to accurately reflect the current state-of-the-art nature of financial time series analysis. A new chapter on Markov Chain Monte Carlo presents Bayesian methods for time series with coverage of Metropolis-Hastings algorithm, Gibbs sampling, and a case study that explores the relevance of these techniques for understanding activity in the Dow Jones Industrial Average. The author also supplies a new presentation of statistical arbitrage that includes discussion of pairs trading and cointegration. In addition to standard topics such as forecasting and spectral analysis, real-world financial examples are used to illustrate recent developments in nonstandard techniques, including: NonstationarityHeteroscedasticityMultivariate time seriesState space modeling and stochastic volatilityMultivariate GARCHCointegration and common trends The book's succinct and focused organization allows readers to grasp the important ideas of time series. All examples are systematically illustrated with S-Plus and R software, highlighting the relevance of time series in financial applications. End-of-chapter exercises and selected solutions allow readers to test their comprehension of the presented material, and a related Web site features additional data sets. Time Series: Applications to Finance with R and S-Plus is an excellent book for courses on financial time series at the upper-undergraduate and beginning graduate levels. It also serves as an indispensible resource for practitioners working with financial data in the fields of statistics, economics, business, and risk management. * The author is well known for his clear, concise, and authentic presentation. * Two new chapters now appear on Bayesian methods and arbitrage statistics. * Special emphasis is placed on applications from around the world, including, but not limited to, Asia; China; and Europe. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: New. pp. xxiii + 296 Illus.

Condizione: New. * The author is well known for his clear, concise, and authentic presentation. * Two new chapters now appear on Bayesian methods and arbitrage statistics. * Special emphasis is placed on applications from around the world, including, but not limited to, Asia; China; and Europe. Num Pages: 330 pages, Illustrations. BIC Classification: KFF; PB. Category: (P) Professional & Vocational. Dimension: 165 x 240 x 23. Weight in Grams: 602. . 2010. 2 Rev ed. . . . .

Condizione: New. pp. xxiii + 296 2nd Edition.

Hardcover. Condizione: new. Hardcover. A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus and R software Time Series: Applications to Finance with R and S-Plus, Second Edition is designed to present an in-depth introduction to the conceptual underpinnings and modern ideas of time series analysis. Utilizing interesting, real-world applications and the latest software packages, this book successfully helps readers grasp the technical and conceptual manner of the topic in order to gain a deeper understanding of the ever-changing dynamics of the financial world. With balanced coverage of both theory and applications, this Second Edition includes new content to accurately reflect the current state-of-the-art nature of financial time series analysis. A new chapter on Markov Chain Monte Carlo presents Bayesian methods for time series with coverage of Metropolis-Hastings algorithm, Gibbs sampling, and a case study that explores the relevance of these techniques for understanding activity in the Dow Jones Industrial Average. The author also supplies a new presentation of statistical arbitrage that includes discussion of pairs trading and cointegration. In addition to standard topics such as forecasting and spectral analysis, real-world financial examples are used to illustrate recent developments in nonstandard techniques, including: NonstationarityHeteroscedasticityMultivariate time seriesState space modeling and stochastic volatilityMultivariate GARCHCointegration and common trends The book's succinct and focused organization allows readers to grasp the important ideas of time series. All examples are systematically illustrated with S-Plus and R software, highlighting the relevance of time series in financial applications. End-of-chapter exercises and selected solutions allow readers to test their comprehension of the presented material, and a related Web site features additional data sets. Time Series: Applications to Finance with R and S-Plus is an excellent book for courses on financial time series at the upper-undergraduate and beginning graduate levels. It also serves as an indispensible resource for practitioners working with financial data in the fields of statistics, economics, business, and risk management. * The author is well known for his clear, concise, and authentic presentation. * Two new chapters now appear on Bayesian methods and arbitrage statistics. * Special emphasis is placed on applications from around the world, including, but not limited to, Asia; China; and Europe. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Hardcover. Condizione: Brand New. 2nd edition. 296 pages. 9.50x6.50x0.75 inches. In Stock.

Condizione: New. * The author is well known for his clear, concise, and authentic presentation. * Two new chapters now appear on Bayesian methods and arbitrage statistics. * Special emphasis is placed on applications from around the world, including, but not limited to, Asia; China; and Europe. Num Pages: 330 pages, Illustrations. BIC Classification: KFF; PB. Category: (P) Professional & Vocational. Dimension: 165 x 240 x 23. Weight in Grams: 602. . 2010. 2 Rev ed. . . . . Books ship from the US and Ireland.

Buch. Condizione: Neu. Neuware - A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus(r) and R softwareTime Series: Applications to Finance with R and S-Plus(r), Second Edition is designed to present an in-depth introduction to the conceptual underpinnings and modern ideas of time series analysis. Utilizing interesting, real-world applications and the latest software packages, this book successfully helps readers grasp the technical and conceptual manner of the topic in order to gain a deeper understanding of the ever-changing dynamics of the financial world.With balanced coverage of both theory and applications, this Second Edition includes new content to accurately reflect the current state-of-the-art nature of financial time series analysis. A new chapter on Markov Chain Monte Carlo presents Bayesian methods for time series with coverage of Metropolis-Hastings algorithm, Gibbs sampling, and a case study that explores the relevance of these techniques for understanding activity in the Dow Jones Industrial Average. The author also supplies a new presentation of statistical arbitrage that includes discussion of pairs trading and cointegration. In addition to standard topics such as forecasting and spectral analysis, real-world financial examples are used to illustrate recent developments in nonstandard techniques, including:\* Nonstationarity\* Heteroscedasticity\* Multivariate time series\* State space modeling and stochastic volatility\* Multivariate GARCH\* Cointegration and common trendsThe book's succinct and focused organization allows readers to grasp the important ideas of time series. All examples are systematically illustrated with S-Plus(r) and R software, highlighting the relevance of time series in financial applications. End-of-chapter exercises and selected solutions allow readers to test their comprehension of the presented material, and a related Web site features additional data sets.Time Series: Applications to Finance with R and S-Plus(r) is an excellent book for courses on financial time series at the upper-undergraduate and beginning graduate levels. It also serves as an indispensible resource for practitioners working with financial data in the fields of statistics, economics, business, and risk management.

Gebunden. Condizione: New. NGAI HANG CHAN, PhD, is Head and Chair Professor of Statistics at the Chinese University of Hong Kong. He has published extensively in the areas of time series, statistical finance, econometrics, risk management, and stochastic processes. A Fellow of the In.

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 642.

Hardcover. Condizione: Brand New. 2nd edition. 296 pages. 9.50x6.50x0.75 inches. In Stock. This item is printed on demand.