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An introduction to analysis of financial data with R

Por: Tsay, Ruey S.
Tipo de material: materialTypeLabelLibroEditor: Hoboken (New Jersey) : Wiley, 2013Descripción: xiv, 390 páginas : gráficas ; 24x15 cm.Idioma: InglésISBN: 9780470890813.Materia(s): Finanzas -- Modelos econométricos | Análisis de series de tiempo | Econometría | R (Lenguaje de programación)Clasificación CDD: 332
Contenidos parciales:
1. Financial data and their properties
2. Linear models for financial time series
3. Case estudies of linear time series
4. Asset volatility and volatility models
5. Applications of volatility models
6. High frequency financial data
7. Value at risk
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Item type Current location Collection Call number Copy number Status Date due Barcode
Libro - Material General Libro - Material General Biblioteca Campus Palmas
General 		General 332.0285/T877 (Browse shelf) 1 Available 0046148

1. Financial data and their properties

2. Linear models for financial time series

3. Case estudies of linear time series

4. Asset volatility and volatility models

5. Applications of volatility models

6. High frequency financial data

7. Value at risk

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