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Nonlinear Time Series Analysis
A comprehensive resource that draws a balance between theory and applications of nonlinear time seri... more |
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Multivariate Time Series Analy
An accessible guide to the multivariate time series tools used in numerous real-world applications M... more |
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An Introduction to Analysis
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A Course in Time Series Analysis
eleven of the world s leading figures in time series Shared balance between theory and application Exercise series sets Many...... more |
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Analysis of Big Dependent Data
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Analysis of Financial Time Series
S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of...... more |
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金融時間序列分析
本書主要介紹了計量經濟學和統計學文獻中出現的金融計量方法方面的最新進展，強調實例和數據分析。特別是包含當前的研究熱點，如風險值、高頻數據分析和馬爾町夫鏈蒙特卡羅方法等。主要內容包括︰金融時間序列數據的... more |