Multivariate time series analysis : with R and financial applications /

Multivariate time series analysis : with R and financial applications /

Saved in:

Bibliographic Details
Author / Creator:	Tsay, Ruey S., 1951- author.
Imprint:	Hoboken, New Jersey : John Wiley & Sons, [2014]
Description:	xvii, 492 pages : illustrations ; 25 cm.
Language:	English
Series:	Wiley series in probability and statistics Wiley series in probability and statistics.
Subject:	Time-series analysis. R (Computer program language) Econometric models. Econometric models. R (Computer program language) Time-series analysis.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/9964639

Hidden Bibliographic Details
ISBN:	9781118617908 (hardback) 1118617908 (hardback) 9781118514948 (oBook) 9781118514924 (ePDF) 9781118514931 (ePub) 9781118514900 (eMOBI)
Notes:	Includes bibliographical references and index.
Summary:	"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"--
Other form:	Online version: Tsay, Ruey S., 1951- Multivariate time series analysis Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 9781118617793

Regenstein, Bookstacks

Loading map link

Holdings details from Regenstein, Bookstacks
Call Number:	QA280 .T73 2014
c.1	Available Loan period: standard loan Scan and Deliver Request for Pickup Need help? - Ask a Librarian