000 02443nam a22003617a 4500
001 17718475
003 OSt
005 20170719141506.0
008 170719b xxu||||| |||| 00| 0 eng d
010 _a 2013009453
020 _a9781118617908 (hardback)
_c$ 139.95
020 _z9781118617793 (pdf)
040 _aDLC
_beng
_cDLC
_erda
_dDLC
_dIIMU
082 0 4 _a519.550285513
_223
084 _aMAT029000
_2bisacsh
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]
300 _axvii, 492 pages :
_billustrations ;
_c25 cm.
336 _atext
_2rdacontent
337 _aunmediated
_2rdamedia
338 _avolume
_2rdacarrier
365 _aUSD
_b139.95
_c$
_d1 USD = 66.6 INR
_e1 USD = 66.6 INR
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.
650 0 _aTime-series analysis.
650 0 _aR (Computer program language)
650 0 _aEconometric models.
650 7 _aMATHEMATICS / Probability & Statistics / General.
_2bisacsh
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
999 _c11933
_d11933