{"product_id":"9780470414354","title":"Analysis of Financial Time Series","description":"\u003ch1\u003eAnalysis of Financial Time Series\u003c\/h1\u003e\u003ch3\u003eRuey S. Tsay\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Probability \u0026amp; Statistics \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003eThis 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.\u003cbr\u003e \u003cbr\u003e   \u003cp\u003eThe author begins with basic characteristics of financial time series data before covering three main topics:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eAnalysis and application of univariate financial time series\u003c\/li\u003e \u003cli\u003eThe return series of multiple assets\u003c\/li\u003e \u003cli\u003eBayesian inference in finance methods\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eKey features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets.\u003c\/p\u003e \u003cp\u003eThe overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \u003cb\u003eRUEY S. TSAY\u003c\/b\u003e, PhD, is H. G. B. Alexander Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. Dr. Tsay has written over 100 published articles in the areas of business and economic forecasting, data analysis, risk management, and process control, and he is the coauthor of \u003ci\u003eA Course in Time Series Analysis\u003c\/i\u003e (Wiley). Dr. Tsay is a Fellow of the American Statistical Association, the Institute of Mathematical Statistics, the Royal Statistical Society, and Academia Sinica.\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e30 August 2010\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780470414354\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e720\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e39.2\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44312264179852,"sku":"9780470414354","price":149.35,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780470414354_feeb2fe1-8456-4afc-9711-190588dd8f62.jpg?v=1780157281","url":"https:\/\/lateknightbooks.com\/products\/9780470414354","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}