Analysis of Financial Time Series [Tsay]

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Analysis of Financial Time Series [Tsay]

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关键词：Time Series financial Financia inancial Analysis Analysis financial time Series TSAY

不错的书。我有一本复印本的复印本，看得真是痛苦，这下好了。谢谢！

建议为楼主加分！

thans

xiele

Thanks.

这本的确是不错的，尤其是对于学习金融计量的同学～

Analysis of Financial Time Series Ruey S. Tsay ISBN: 0-471-41544-8 Hardcover 472 pages October 2001

CDN $136.99

Analysis of Financial Time Series

Main Content

Financial Time Series.

Linear Time Series.

Volatility Models.

Nonlinear Time Series.

High-Frequency Data.

Continuous-Time Models.

Value at Risk.

Vector Time Series.

Multivariate Volatility Models.

MCMC Methods.

Reviews

“…covers classical and new topics of financial econometrics…lots of examples, exercises and references at each chapter…” (Zentralblatt Math, Vol.1037, No.12, 2004)

"A textbook for graduate students of business or of mathematics with a business orientation." (Reference & Research Book News, May 2002)

"...an introductory book intended to provide a comprehensive and systematic account of financial econometric models and their application to modeling and prediciont..." (Quarterly of Applied Mathematics, Vol. LX, No. 2, June 2002)

"...an insightful and timely text…compelling reading...I would strongly consider using this text.." (Journal of Financial Research, Fall 2002)

"Always looking for a newer and better book, I will certainly enjoy having Analysis of Financial Time Series as my new primary resource." (Technometrics, Vol. 44, No. 4, November 2002)