Analysis of Financial Time Series: Third Edition 豆 9.3分

资源最后更新于 2020-08-18 15:41:58

作者：Ruey S. Tsay

出版社：Wiley

出版日期：2010-01

ISBN：9780470414354

文件格式： pdf

标签： 时间序列 金融 Finance Econometrics TimeSeries 计量经济学 Statistics 统计

简介· · · · · ·

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data b...