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 return series of multiple assets
- Bayesian inference in finance methods
Key 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.
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- ISBN13: 9780980076356
- Condition: New
- Notes: BRAND NEW FROM PUBLISHER! BUY WITH CONFIDENCE, Over one million books sold! 98% Positive feedback. Compare our books, prices and service to the competition. 100% Satisfaction Guaranteed
Israel is the crucial battlefield for Capitalism and Freedom in our time.
George Gilder’s global best-seller Wealth and Poverty made the moral case for capitalism. Now Gilder makes the case for Israel, portraying a conflict of barbarism and envy against civilization and creativity.
Gilder reveals Israel as a leader of human civilization, technological progress, and scientific advance. Tiny Israel stands behind only the United States in its contributions to the hi-tech economy. Israel has become the world’s paramount example of the blessings of freedom.
Hatred of Israel, like anti-Semitism through history, arises from resentment of Jewish success. Rooted in a Marxist zero-sum-game theory of economics, this vision has fueled the anti-Semitic rantings of Hitler, Arafat, Osama, and history’s other notorious haters.
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Tags: Analysis, analysis of financial time series, capitalism and freedom, Financial, financial time series, george gilder, human civilization, pair trading, paramount example, Probability, probability and statistics, Series, Statistics, Time, time series data, Wiley, wiley series