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- Wiley 2005; US$ 148.00 US$ 128.27
Provides statistical tools and techniques needed to understand today's financial markets The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical... more...
- Wiley 2004; US$ 148.00 US$ 128.27
Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations. Examples and discussions in the later chapters of the book make recent developments in time series more accessible. Examples from finance are maximized as much as possible throughout the book.... more...
- Elsevier Science 2000; US$ 132.00
Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS. The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models... more...
- Wiley 2011; US$ 144.00 US$ 124.80
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... more...
- Palgrave Macmillan 2011; US$ 125.00
This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today. more...
- Cambridge University Press 1982; US$ 44.00
Esther Williams and John Gottman describe a complete set of programs they have written in Fortran IV to enable even beginners to use all the techniques presented in John Gottman's Time-Series Analysis: A Comprehensive Introduction for Social Scientists. There are three packages, available on IBM card source desks from the authors, for (1) time and... more...
- Springer New York 2006; US$ 116.86
Modern economies rely on time series. But before publication time series are subject to statistical adjustments and this is the first book to systematically deal with these time series data transformations. Regression-based models are emphasized because of their clarity and superior results. more...
- Springer Berlin Heidelberg 2006; US$ 138.11
Long?rangedependent, or long?memory,time seriesarestationarytime series displaying a statistically signi?cant dependence between very distant obs- vations. We formalize this dependence by assuming that the autocorrelation function of these stationary series decays very slowly, hyperbolically, as a function of the time lag. Many economic series display... more...
- Springer Berlin Heidelberg 2009; US$ 317.68
The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle. more...
- Wiley 2010; US$ 150.00 US$ 130.00
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...