圖書標籤: 時間序列 金融 Finance Econometrics TimeSeries 計量經濟學 統計 Statistics
发表于2024-12-23
Analysis of Financial Time Series pdf epub mobi txt 電子書 下載 2024
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 before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key 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. The 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.
Ruey S,Tsay(蔡瑞胸),美國芝加哥大學布斯商學院經濟計量及統計學的H G.B.Alexande r講席教授。1 982年於美國威斯康星大學麥迪遜分校獲得統計學博士學位。中國颱灣“中央研究院”院士,美國統計協會和數理統計學會的會士,Journal of Forecastin9的聯閤主編,Journal of FinancialEconometrics的副主編。曾任美國統計學會商務與經濟統計分會主席、《商務與經濟統計》期刊主編。
with R
評分據說是金數大四最難的課。。。加油。。。
評分對於金數學生覺得這本書寫得非常好,相見恨晚。麵嚮應用,很多概念解釋的很清楚又intuitive。spring時錯過瞭這位教授的課非常後悔,好在他很多資源都放在瞭這裏:http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2017/ 配閤著課件看就更方便高效瞭
評分讓我看懂瞭時間序列!!比較清晰,例子也比較多,不過estimation的過程能不能不要跳過嘛……orz
評分好難哦。。。
我挺喜欢tsay的这本书的。注意这个版本是老版,新版被分成了两本,所以说出版商简直是无耻啊。。有人拿这本书和carol alexander的market models 比,我也来勉强地掏出自己的$0.02. market models 总体而言是一个从application上根organized书,一开始就直击volatility 和tradin...
評分说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋...
評分研究生time series的课本。 这书覆盖的topic挺广的,算是百科全书类的吧,个人觉得不适合初学者用,有些东西写得太深。从前面的neural network进行数值计算参数(只谈论forward feeding 没谈back propagation),到后来简单的Markov model(初学者要自己动手实现这个还是有点小...
評分刚拿到书,貌似好难啊。不如恩德斯的《应用时间序列分析》容易好看。 建议没有时间序列基础的同学,最好不要买。 而且不太明白为什么有人说它好简单。汗,看来自己的水平太低了。
評分说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋,最后一章你们读的懂啊 说入门的童鞋...
Analysis of Financial Time Series pdf epub mobi txt 電子書 下載 2024