Analysis of financial time series
Material type: TextPublication details: John Wiley & Sons New Delhi 2009Edition: 2Description: xxi,605p 23 cm ; PbkISBN:- 978-8126523696
- 332.015195 TSA
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
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Books | H.T. Parekh Library | GSB Collection | 332.015195 TSA (Browse shelf(Opens below)) | Available | 40129 |
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332.015195 TSA Analysis of financial time series | 332.015195 TSA Analysis of financial time series | 332.015195 TSA Analysis of financial time series | 332.015195 TSA Analysis of financial time series | 332.015195 TSA Analysis of financial time series | 332.019 CHA Behavioural finance | 332.019 COA Hour between dog and wolf: risk-taking, gut feelings and the biology of boom and bust |
Indiana Books & Journals
1. Financial time series and their characteristics --
2. Linear time series analysis and its applications --
3. Conditional heteroscedastic models --
4. Nonlinear models and their applications --
5. High-frequency data analysis and market microstructure --
6. Continuous-time models and their applications --
7. Extreme values, quantile estimation, and value at risk --
8. Multivariate time series analysis and its applications --
9. Principal component analysis and factor models --
10. Multivariate volatility models and their applications --
11. State-space models and Kalman filter --
12. Markov chain Monte Carlo methods with applications.
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 financial data and focuses on real-world examples.
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