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Analysis of Financial Time Series

 Analysis of Financial Time Series
Author(s):Ruey S. Tsay
Collection:Wiley series in probability and statistics
Publisher:Wiley
Year:2002
Language:English
Pages:455 pages
Size:3.34 MB
Extension:PDF


[tab] [content title="Description"]This book is awesome. It starts with bedrock concepts needed for analysis of financial data and it takes the student up to the most recent and important techniques used in the industry today. However, if one expects to fully utilize this text, one should have at least one semester of applied econometrics or some equivalent course in statistics and continuous probability, although it will be practical to study the two topics concurrently. [/content] [content title="Content"] [/content] [content title="About the author"]Ruey Tsay studies business and economic forecasting, big data analysis, risk modeling and management, credit ratings, and process control. Tsay's research aims at finding the dynamic relationships between variables and how to extract information from messy data. [/content] [/tab]

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