Time series applications to finance with R and S-Plus

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Full title: Time series [electronic resource] : applications to finance with R and S-Plus / Ngai Hang Chan.
Main author: Chan, Ngai Hang.
Corporate Author: Ebook Central Academic Complete.
, ProQuest (Firm)
Format: eBook           
Edition: 2nd ed.
Online access: Connect to electronic book via Ebook Central.


Summary: "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"--
Corporate Author: Ebook Central Academic Complete., ProQuest (Firm)
Language: English
Published: Hoboken, N.J. : Wiley, 2010.
Classmark: 332.01/51955
Subjects:
Bibliography: Includes bibliographical references and indexes.
ISBN: 9780470583623 (hardback)
9781118030714 (e-book)