000 | 02443nam a22003617a 4500 | ||
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001 | 17718475 | ||
003 | OSt | ||
005 | 20170719141506.0 | ||
008 | 170719b xxu||||| |||| 00| 0 eng d | ||
010 | _a 2013009453 | ||
020 |
_a9781118617908 (hardback) _c$ 139.95 |
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020 | _z9781118617793 (pdf) | ||
040 |
_aDLC _beng _cDLC _erda _dDLC _dIIMU |
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082 | 0 | 4 |
_a519.550285513 _223 |
084 |
_aMAT029000 _2bisacsh |
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100 | 1 |
_aTsay, Ruey S., _d1951- _eauthor. |
|
245 | 1 | 0 |
_aMultivariate time series analysis : _bwith R and financial applications / _cRuey S. Tsay, Booth School of Business, University of Chicago, Chicago, IL. |
264 | 1 |
_aHoboken, New Jersey : _bJohn Wiley & Sons, _c[2014] |
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300 |
_axvii, 492 pages : _billustrations ; _c25 cm. |
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336 |
_atext _2rdacontent |
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337 |
_aunmediated _2rdamedia |
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338 |
_avolume _2rdacarrier |
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365 |
_aUSD _b139.95 _c$ _d1 USD = 66.6 INR _e1 USD = 66.6 INR |
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490 | 0 | _aWiley series in probability and statistics | |
504 | _aIncludes bibliographical references and index. | ||
520 |
_a"Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"-- _cProvided by publisher. |
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650 | 0 | _aTime-series analysis. | |
650 | 0 | _aR (Computer program language) | |
650 | 0 | _aEconometric models. | |
650 | 7 |
_aMATHEMATICS / Probability & Statistics / General. _2bisacsh |
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776 | 0 | 8 |
_iOnline version: _aTsay, Ruey S., 1951- _tMultivariate time series analysis _dHoboken, New Jersey : John Wiley & Sons, Inc., [2013] _z9781118617793 _w(DLC) 2013017803 |
942 |
_2ddc _cM |
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999 |
_c11933 _d11933 |