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Catalog 图灵数学·统计学丛书: 金融时间序列分析 (第3版)
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图灵数学·统计学丛书: 金融时间序列分析 (第3版)

本书全面阐述了金融时间序列,并主要介绍了金融时间序列理论和方法的当前研究热点和一些最新研究成果,尤其是风险值计算、高频数据分析、随机波动率建模和马尔可夫链蒙特卡罗方法等方面。此外,本书还系统阐述了金融计量经济模型及其在金融时间序列数据和建模中的应用,所有模型和方法的运用均采用实际金融数据,并给出了所用计算机软件的命令。较之第2版,本版不仅更新了上一版中使用的数据,而且还给出了R命令和实例,从而使其成为理解重要统计方法和技术的奠基石.  本书可作为时间序列分析的教材,也适用于商学、经济学、数学和统计学...

By Ruey S. Tsay
Paperback: 571 pages
Publisher: 人民邮电出版社 (September 1, 2012)
ASIN: B01EP942OQ
Shipping Information:
Amazon Rank: 9460813
Format: PDF ePub djvu ebook

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本书全面阐述了金融时间序列,并主要介绍了金融时间序列理论和方法的当前研究热点和一些最新研究成果,尤其是风险值计算、高频数据分析、随机波动率建模和马尔可夫链蒙特卡罗方法等方面。此外,本书还系统阐述了金融计量经济模型及其在金融时间序列数据和建模中的应用,所有模型和方法的运用均采用实际金融数据,并给出了所用计算机软件的命令。较之第2版,本版不仅更新了上一版中使用的数据,而且还给出了R命令和实例,从而使其成为理解重要统计方法和技术的奠基石.  本书可作为时间序列分析的教材,也适用于商学、经济学、数学和统计学...
This abundantly illustrated, beautifully produced, easy-to-use volume is a one-stop guide to California's trees. Scroll up, and ADD TO CART. (Poemas extra-libro) Congreso de Fieras. PDF ePub fb2 djvu book 图灵数学·统计学丛书: 金融时间序列分析 (第3版) Pdf. Got it in the mail today and started reading it. He worked with limited resources and faced difficult challenges. The children will work on the family farm, explore their town, and experience the small triumphs and disappointment common to the edge of adolescence in a earlier age. I bought Jeff Abbott's "Panic" based on the unbroken string of 5-star reviews, as well as a strong endorsement from "Booklist". Also, the parts having to do with Amy were so different than the rest of the book. This was a great book and its not the most clear cut HEA but it did bring tears to my eyes and it was very heartfelt. & that I never need a pee tent.
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