Join a Mathematics & Statistics Mailing List.
Exclusive offers, news and more.
More From This Series
More By This Author
 
Time Series: Applications to Finance
ISBN: 978-0-471-46164-7
Adobe E-Book
April 2004
US $132.95
 Purchase This E-Book
This price is valid for United States. Change location to view local pricing and availability. Other Available Formats: Hardcover
|
Preface.
Introduction.
Probability Models.
Autoregressive Moving Average Models.
Estimations in Time Domain.
Examples in SPLUS.
Forecasting.
Spectral Analysis.
Nonstationarity.
Heteroskedasticity.
Multivariate Time Series.
State Space Models.
Multivariate GARCH.
Cointegrations and Common Trends.
References.
Index.
Introduction.
Probability Models.
Autoregressive Moving Average Models.
Estimations in Time Domain.
Examples in SPLUS.
Forecasting.
Spectral Analysis.
Nonstationarity.
Heteroskedasticity.
Multivariate Time Series.
State Space Models.
Multivariate GARCH.
Cointegrations and Common Trends.
References.
Index.
