Multivariate time series analysis: with R and financial applications
Author:
Publisher:
Wiley
Pub. Date:
2014
Language:
English
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"--
More Copies In Prospector
Loading Prospector Copies...
More Details
Contributors:
ISBN:
9781118617793
9781118617755
9781118617755
Staff View
Grouping Information
Grouped Work ID | e2332848-f858-247b-ccd0-37198c575445 |
---|---|
Grouping Title | multivariate time series analysis with r and financial applications |
Grouping Author | ruey s tsay |
Grouping Category | book |
Grouping Language | English (eng) |
Last Grouping Update | 2024-04-08 07:15:39AM |
Last Indexed | 2024-05-08 23:45:06PM |
Solr Fields
accelerated_reader_point_value
0
accelerated_reader_reading_level
0
author
Tsay, Ruey S., 1951-
author2-role
Ebooks Corporation
author_display
Tsay, Ruey S.
display_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"--
format_category_ccu
eBook
format_ccu
eBook
id
e2332848-f858-247b-ccd0-37198c575445
isbn
9781118617755
9781118617793
9781118617793
last_indexed
2024-05-09T05:45:06.470Z
lexile_score
-1
literary_form
Non Fiction
literary_form_full
Non Fiction
primary_isbn
9781118617793
publishDate
2013
2014
2014
publisher
John Wiley & Sons, Inc
John Wiley & Sons, Incorporated
Wiley
John Wiley & Sons, Incorporated
Wiley
recordtype
grouped_work
series
Ebook Library
New York Academy of Sciences Ser
Wiley series in probability and statistics
New York Academy of Sciences Ser
Wiley series in probability and statistics
series_with_volume
Ebook Library|
New York Academy of Sciences Ser|
Wiley series in probability and statistics|
New York Academy of Sciences Ser|
Wiley series in probability and statistics|
subject_facet
Econometric models
Electronic books
Electronic monograph
MATHEMATICS -- Probability & Statistics -- General
MATHEMATICS / Applied
MATHEMATICS / Probability & Statistics / General
R (Computer program language)
Time-series analysis
Electronic books
Electronic monograph
MATHEMATICS -- Probability & Statistics -- General
MATHEMATICS / Applied
MATHEMATICS / Probability & Statistics / General
R (Computer program language)
Time-series analysis
title_display
Multivariate time series analysis : with R and financial applications
title_full
Multivariate Time Series Analysis : With R and Financial Applications Tsay, Ruey S.
Multivariate time series analysis : with R and financial applications / Ruey S. Tsay
Multivariate time series analysis : with R and financial applications / Ruey S. Tsay, Booth School of Business, University of Chicago, Chicago, IL
Multivariate time series analysis : with R and financial applications / Ruey S. Tsay
Multivariate time series analysis : with R and financial applications / Ruey S. Tsay, Booth School of Business, University of Chicago, Chicago, IL
title_short
Multivariate time series analysis
title_sub
with R and financial applications
topic_facet
Econometric models
General
MATHEMATICS
MATHEMATICS / Applied
MATHEMATICS / Probability & Statistics / General
Probability & Statistics
R (Computer program language)
Time-series analysis
General
MATHEMATICS
MATHEMATICS / Applied
MATHEMATICS / Probability & Statistics / General
Probability & Statistics
R (Computer program language)
Time-series analysis
Solr Details Tables
item_details
Bib Id | Item Id | Shelf Loc | Call Num | Format | Format Category | Num Copies | Is Order Item | Is eContent | eContent Source | eContent URL | Detailed Status | Last Checkin | Location |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
external_econtent:ils:.b41621414 | .i82577626 | CMU Electronic Access | eBook | eBook | 1 | false | true | Prospector | http://ezproxy.coloradomesa.edu/login?url=https://ebookcentral.proquest.com/lib/coloradomesa/detail.action?docID=1562422 | Available Online | cueme | ||
proquestebookwestern:EBC7103878 | EBC7103878 | ProQuest Ebook Central (Western) | Online ProQuest Ebook Central (Western) | eBook | eBook | 1 | false | true | ProQuest Ebook Central (Western) | https://ebookcentral.proquest.com/lib/wscc-ebooks/detail.action?docID=7103878 | Available Online | ProQuest Ebook Central (Western) | |
ebraryccu:EBC7103878 | EBC7103878 | Ebrary (CCU) | Online Ebrary (CCU) | eBook | eBook | 1 | false | true | Ebrary (CCU) | https://ebookcentral.proquest.com/lib/cochristuniv-ebooks/detail.action?docID=7103878 | Available Online | Ebrary (CCU) |
record_details
Bib Id | Format | Format Category | Edition | Language | Publisher | Publication Date | Physical Description | Abridged |
---|---|---|---|---|---|---|---|---|
external_econtent:ils:.b41621414 | eBook | eBook | English | John Wiley & Sons, Inc | [2014] | 1 online resource (xvii, 492 pages). | ||
proquestebookwestern:EBC7103878 | eBook | eBook | English | John Wiley & Sons, Incorporated | 2013 | 1 online resource (522 pages) | ||
ebraryccu:EBC7103878 | eBook | eBook | English | Wiley | 2014 | 1 online resource (522 pages) : illustrations. |
scoping_details_ccu
Bib Id | Item Id | Grouped Status | Status | Locally Owned | Available | Holdable | Bookable | In Library Use Only | Library Owned | Holdable PTypes | Bookable PTypes | Local Url |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ebraryccu:EBC7103878 | EBC7103878 | Available Online | Available Online | false | true | false | false | false | false |