000			02587nam a2200385 a 4500
001			0000130465
005			20171002061024.0
006			m u
007			cr cn|||||||||
008			100423s2010 njua sb 001 0 eng d
010			_z 2010016632
020			_z9780470583623 (hardback)
020			_z9781118030714 (e-book)
035			_a(CaPaEBR)ebr10444387
035			_a(OCoLC)705354491
040			_aCaPaEBR _cCaPaEBR
050	1	4	_aHA30.3 _b.C47 2010eb
082	0	4	_a332.01/51955 _222
100	1		_aChan, Ngai Hang.
245	1	0	_aTime series _h[electronic resource] : _bapplications to finance with R and S-Plus / _cNgai Hang Chan.
250			_a2nd ed.
260			_aHoboken, N.J. : _bWiley, _c2010.
300			_axxiii, 296 p. : _bill.
504			_aIncludes bibliographical references and indexes.
520			_a"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. Recent developments in nonstandard time series techniques such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."-- _cProvided by publisher.
520			_a"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds"-- _cProvided by publisher.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2011. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
650		0	_aTime-series analysis.
650		0	_aEconometrics.
650		0	_aRisk management.
655		7	_aElectronic books. _2local
710	2		_aebrary, Inc.
856	4	0	_uhttp://site.ebrary.com/lib/daystar/Doc?id=10444387 _zAn electronic book accessible through the World Wide Web; click to view
908			_a170314
942	0	0	_cEB
999			_c119614 _d119614