Multivariate time series analysis: with R and financial applications
(eBook)
Author:
Published:
Hoboken, New Jersey : Wiley, 2014.
Format:
eBook
ISBN:
9781118617793
Physical Desc:
1 online resource (522 pages) : illustrations.
Status:
Ebrary (CCU)
Description
"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"--
Copies
Ebrary (CCU)
Subjects
Other Subjects
Citations
APA Citation (style guide)
Tsay, R. S. (2014). Multivariate time series analysis: with R and financial applications. Hoboken, New Jersey, Wiley.
Chicago / Turabian - Author Date Citation (style guide)Tsay, Ruey S., 1951-. 2014. Multivariate Time Series Analysis: With R and Financial Applications. Hoboken, New Jersey, Wiley.
Chicago / Turabian - Humanities Citation (style guide)Tsay, Ruey S., 1951-, Multivariate Time Series Analysis: With R and Financial Applications. Hoboken, New Jersey, Wiley, 2014.
MLA Citation (style guide)Tsay, Ruey S. Multivariate Time Series Analysis: With R and Financial Applications. Hoboken, New Jersey, Wiley, 2014.
Note! Citation formats are based on standards as of July 2022. Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy.
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Language:
English
Notes
Bibliography
Includes bibliographical references at the end of each chapters and index.
Local note
Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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Grouped Work ID:
e2332848-f858-247b-ccd0-37198c575445
Record Information
Last File Modification Time | Jan 04, 2024 05:00:11 PM |
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Last Grouped Work Modification Time | Apr 08, 2024 07:15:39 AM |
MARC Record
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264 | 4 | |c 2014 | |
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336 | |a text|2 rdacontent | ||
337 | |a computer|2 rdamedia | ||
338 | |a online resource|2 rdacarrier | ||
440 | 0 | |a Wiley series in probability and statistics | |
504 | |a Includes bibliographical references at the end of each chapters and index. | ||
588 | |a Description based on print version record. | ||
590 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
650 | 0 | |a Econometric models. | |
650 | 0 | |a R (Computer program language) | |
650 | 0 | |a Time-series analysis. | |
655 | 4 | |a Electronic books. | |
776 | 0 | 8 | |i Print version:|a Tsay, Ruey S., 1951-|t Multivariate time series analysis : with R and financial applications.|d Hoboken, New Jersey : Wiley, c2014 |h xvii, 492 pages |k Wiley series in probability and statistics.|z 9781118617908 |w 2013009453 |
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856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/cochristuniv-ebooks/detail.action?docID=7103878|z Click to View |