000			02192cam a2200325 a 4500
003			OCoLC
005			20250327083133.0
020			_a9780470583623 (hardback)
020			_a0470583622 (hardback)
040			_aDLC _cDLC _dBTCTA _dYDXCP _dC#P _dCDX _dUtOrBLW _bEng _erda
041			_aEng
042			_apcc
050	0	0	_aHA30.3 _b.C47 2010
100	1		_aChan, Ngai Hang
245	1	0	_aTime series : _bapplications to finance with R and S-Plus / _cNgai Hang Chan
250			_aSecond edition
264		1	_aHoboken, N.J. : _bWiley, _c[2010]
264		4	_c©2010
300			_axxiii, 296 pages : _billustrations ; _c25 cm
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
504			_aIncludes bibliographical references and indexes
520			_a"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. Recent developments in nonstandard time series techniques such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."-- _cProvided by publisher
520			_a"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds"-- _cProvided by publisher
650		0	_aTime-series analysis
650		0	_aEconometrics
650		0	_aRisk management
942			_2lcc _cBK
999			_c4532 _d4532