Analysis of financial time series / Ruey S. Tsay.
Material type:
TextLanguage: English Publication details: Cambridge, Mass. : Wiley, c2010Edition: 3rd edDescription: xxiii, 677 p. : ill. ; P.B. 25 cmISBN: 9780470414354 (cloth)Subject(s): Time-series analysis | Econometrics | Risk managementDDC classification: R 332.01'519 TSA(ANA)Ed3
| Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|---|
REFERENCE STATISTICS
|
St. Xavier's University, Kolkata Reference Section | Reference | R 332.01'519 TSA(ANA)Ed3 (Browse shelf (Opens below)) | S.X.U.K | 10607 | Not For Loan | US10607 |
Browsing St. Xavier's University, Kolkata shelves, Shelving location: Reference Section, Collection: Reference Close shelf browser (Hides shelf browser)
| No cover image available | No cover image available | No cover image available |
|
No cover image available | No cover image available | No cover image available | ||
| R 331.890954 MAN(LAB)2020 (The) Labour and industrial cases annual index 2020 | R 331.890954 MAN(LAB)2021 (The) Labour and industrial cases annual index 2021 | R 331.890954 MAN(LAB)2022 (The) Labour and industrial cases annual index 2022 V.R Manohar | R 332.01'519 TSA(ANA)Ed3 Analysis of financial time series / | R 332 BAS(PER) Perception of retail shopkeepers on e-wallets | R 332 CHA(WOM) Women's investment behaviour in the 21st century : a comprehensive analysis of patterns and prefernce | R 332 DEE(STU) A study on venture capital and its contribution to innovation of new ideas in India |
CHAPTER 1
Financial Time Series and Their Characteristics (Pages: 1-2
CHAPTER 2
Linear Time Series Analysis and Its Applications (Pages: 29-108)
Summary
PDF
References
Request permissions
CHAPTER 3
Condmmary
PDFitional Heteroscedastic Models (Pages: 109-173)
Summary
PDF
References
Request permissions
CHAPTER 4
Nonlinear Models and Their Applications (Pages: 175-229)
Summary
PDF
References
Request permissions
CHAPTER 5
High-Frequency Data Analysis and Market Microstructure (Pages: 231-285)
Summary
PDF
References
Request permissions
CHAPTER 6
Continuous-Time Models and Their Applications (Pages: 287-323)
Summary
PDF
References
Request permissions
CHAPTER 7
Extreme Values, Quantiles, and Value at Risk (Pages: 325-388)
Summary
PDF
References
Request permissions
CHAPTER 8
Multivariate Time Series Analysis and Its Applications (Pages: 389-465)
Summary
PDF
References
Request permissions
CHAPTER 9
Principal Component Analysis and Factor Models (Pages: 467-504)
Summary
PDF
References
Request permissions
CHAPTER 10
Multivariate Volatility Models and Their Applications (Pages: 505-555)
Summary
PDF
References
Request permissions
CHAPTER 11
State-Space Models and Kalman Filter (Pages: 557-611)
Summary
PDF
References
Request permissions
CHAPTER 12
Markov Chain Monte Carlo Methods with Applications (Pages: 613-672)
Summary
PDF
References
Request permissions
There are no comments on this title.