An introduction to analysis of financial data with R
Tsay, Ruey S.
- Hoboken John Wiley & Sons, Inc. 2012
- xiv, 390 p.
- Wiley Series in Probability and Statistics .
Includes index.
RUEY S. TSAY, PhD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. Dr. Tsay has written over 100 published articles in the areas of business and economic forecasting, data analysis, risk management, and process control. A Fellow of the American Statistical Association, the Institute of Mathematical Statistics, and Academia Sinica, Dr. Tsay is author of Analysis of Financial Time Series, Third Edition and coauthor of A Course in Time Series Analysis.
9780470890813
Finance Finance - Econometric models Time-series analysis Econometrics R (Computer program language)