Tsay, Ruey S.

An introduction to analysis of financial data with R - xiv, 390 páginas : gráficas ; 24x15 cm.

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

9780470890813


Finanzas--Modelos econométricos
Análisis de series de tiempo
Econometría
R (Lenguaje de programación)

332 / T877