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  • Analysis of Financial Time Seriesby Ruey S. Tsay

    Wiley 2005; US$ 148.00

    RUEY S. TSAY, PHD, is H. G. B. Alexander Professor of Econometrics and Statistics, Graduate School of Business, University of Chicago. Dr. Tsay is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. more...

  • Analysis of Financial Time Seriesby Ruey S. Tsay

    Wiley 2010; US$ 150.00

    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... more...

  • Multivariate Time Series Analysisby Ruey S. Tsay

    Wiley 2013; US$ 140.00

    An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology,... more...

  • An Introduction to Analysis of Financial Data with Rby Ruey S. Tsay

    Wiley 2014; US$ 139.00

    RUEY S. TSAY, 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. A Fellow of the American Statistical Association, the Institute... more...

  • A Course in Time Series Analysisby Peñ; Daniel a; George C. Tiao; Ruey S. Tsay

    Wiley 2011; US$ 221.00

    DANIEL PE?A, PhD, is Professor of Statistics, Universidad Carlos III de Madrid. GEORGE C. TIAO, PhD, is W. Allen Wallis Professor of Statistics and Econometrics, Graduate School of Business, University of Chicago. RUEY S. TSAY, PhD, is H. G. B. Alexander Professor of Statistics and Econometrics, Graduate School of Business, University of Chicago. more...

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