TY  - BOOK
AU  - Chan,Ngai Hang
ED  - ebrary, Inc.
TI  - Time series: applications to finance with R and S-Plus 
AV  - HA30.3 .C47 2010eb
U1  - 332.01/51955 22
PY  - 2010///
CY  - Hoboken, N.J.
PB  - Wiley
KW  - Time-series analysis
KW  - Econometrics
KW  - Risk management
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references and indexes; Electronic reproduction; Palo Alto, Calif.; ebrary; 2011; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
N2  - "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."--; "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"--
UR  - http://site.ebrary.com/lib/welingkar/Doc?id=10444387
ER  -