000 | 01093nam a2200313 a 4500 | ||
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001 | 12399 | ||
003 | EIA | ||
008 | 141112t2013 ck d gr 000 0 eng d | ||
020 | _a9780470890813 | ||
040 |
_aCO-EnEIA _erda |
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041 | 0 | _aeng | |
082 | 0 | 4 |
_a332 _bT877 _223 _qCO-EnEIA |
100 | 1 |
_912589 _aTsay, Ruey S. |
|
245 | 1 | 3 | _aAn introduction to analysis of financial data with R |
264 | 3 | 1 |
_aHoboken (New Jersey) : _bWiley, _c2013 |
300 |
_axiv, 390 páginas : _bgráficas ; _c24x15 cm. |
||
505 | 2 | _a1. Financial data and their properties | |
505 | 2 | _a2. Linear models for financial time series | |
505 | 2 | _a3. Case estudies of linear time series | |
505 | 2 | _a4. Asset volatility and volatility models | |
505 | 2 | _a5. Applications of volatility models | |
505 | 2 | _a6. High frequency financial data | |
505 | 2 | _a7. Value at risk | |
650 | 1 | 7 |
_2ARMARC _981 _aFinanzas _xModelos econométricos |
650 | 2 | 7 |
_2ARMARC _93698 _aAnálisis de series de tiempo |
650 | 2 | 7 |
_2ARMARC _96833 _aEconometría |
650 | 2 | 7 |
_2ARMARC _910322 _aR (Lenguaje de programación) |
942 |
_02 _2ddc _cBK |
||
999 |
_c532 _d532 |