Average Reviews:
(More customer reviews)I purchased the ebook, and overall, I am satisfied. However, there are problems with the equations. Inequality signs do not appear, which will create much confusion for those, not versed in the mathematics of time series. It would be nice if the author/creator of the ebook would do the following:
(1) Look at the result before you proceed to far down the road in your editing. The font size of the equations is too small relative to the text. (2) Make certain the inequality signs show up!!
Having made these statements, I travel and find that ebooks are indispensable references on my iPad2. Even with these problems, I can struggle through and understand the material (at least, so far).
More ebooks please, Amazon, and publishers!!!
Sam Sugiyama, Ph.D.
EC RISK USA & EUROPE LLC
Click Here to see more reviews about: Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
The author begins with basic characteristics of financial time series data before covering three main topics:
Analysis and application of univariate financial time series
The return series of multiple assets
Bayesian inference in finance methods
Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets.
The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.
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