Your Account
|
Summary: This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The retu ...show morern series of multiple assets Bayesian inference in finance methodsKey features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets.The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods. ...show less
Edition/Copyright: 3RD 11
More prices and sellers below.
Filter by: All (39) | New (30) | Like New (3) | Very Good (3) | Good (2) | Acceptable (1)
Free Shipping
Get Free Shipping on orders over $25 (not including Rental and Marketplace). Order arrives in 5-10 business days.
Need it faster?
We offer fast, flat-rate expedited shipping options.
| Sell it back by: |  | |||
 | Guaranteed cash back: | |||
| Cost of this book after cash back: |
Take advantage of Guaranteed Cash Back. Send your book to us in good condition before the end of the buyback period, we'll send YOU a check, and you'll pay less for your textbooks!
When you're done with this book, sell it back to Textbooks.com. In addition to the the best possible buyback price, you'll get an extra 10% cash back just for being a customer.
We buy good-condition used textbooks year 'round, 24/7. No matter where you bought it, Textbooks.com will buy your textbooks for the most cash.
Being online is not required for reading an eTextbook after successfully downloading it. You must only be connected to the Internet during the download process.
Minimum Requirements:
What is the Marketplace?
It's another way for you to get the right price on the books you need. We approved every Marketplace vendor to sell their books on Textbooks.com, so you know they're all reliable.
What are Marketplace shipping options?
Marketplace items do not qualify for free shipping. When ordering from the Marketplace, please specify whether you want the seller to send your book Standard ($3.99/item) or Express ($6.99/item). To get free shipping over $25, just order directly from Textbooks.com instead of through the Marketplace.
FREE UPS 2nd Day Air Terms
Rental and Marketplace items are excluded. Offer is valid from 1/21/2013 12:00PM to 1/23/2013 11:59AM CST. Your order must be placed by 12 Noon CST to be processed on the same day. Minimum order value is $100.00 excluding Rental and Marketplace items. To redeem this offer, select "FREE UPS 2ND DAY AIR" at checkout. Offer not is not valid on previous orders. | |  |
| Close  | |
 | |  |
