검색
- Home
- 기능목록
- 검색
-
Marc 보기
MARC 닫기
-
LDR
00000cam c2200205 c 4500
-
001
000005149144
-
005
20250610144524
-
007
ta
-
008
250516s2014 us a b 001c0 eng
-
020
▼a 9781118617908 (hardback)
-
020
▼z 9781118617793 (pdf)
-
035
▼a (KERIS)REF000017124353
-
040
▼a DLC
▼b eng
▼c DLC
▼d DLC
▼e rda
▼d 211070 -
042
▼a pcc
-
050
▼a QA280
-
090
▼a QA280
▼b T877 -
245
▼a Multivariate time series analysis :
▼b with R and financial applications /
▼d Ruey S. Tsay -
260
▼a Hoboken, New Jersey :
▼b John Wiley & Sons,
▼c [2014] -
300
▼a 492 pages :
▼b illustrations ;
▼c 25 cm -
490
▼a Wiley series in probability and statistics
-
504
▼a Includes bibliographical references and index
-
520
▼a "Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"--
▼c Provided by publisher -
650
▼a Time-series analysis
-
650
▼a R (Computer program language)
-
650
▼a Econometric models
-
700
▼a Tsay, Ruey S.,
▼d 1951-,
▼e author -
830
▼a Wiley series in probability and statistics
-
950
▼b €135.51
-
991
▼a 단행본
-
LDR
- 바구니담기
- 내서재 담기
- 내보내기
상세정보
Multivariate time series analysis : with R and financial applications
QR코드| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 9781118617908 (hardback) |
| ISBN : | |
| 분류기호 : | QA280 |
| 서명/저자사항 : | Multivariate time series analysis : with R and financial applications / Ruey S. Tsay |
| 발행사항 : | Hoboken, New Jersey : John Wiley & Sons, [2014] |
| 형태사항 : | 492 pages : illustrations ; 25 cm |
| 총서사항 : | Wiley series in probability and statistics |
| 서지주기 : | Includes bibliographical references and index |
| 요약 : | "Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"-- Provided by publisher |
| 일반주제명 : | Time-series analysis -- |
| 일반주제명 : | R (Computer program language) -- |
| 일반주제명 : | Econometric models -- |
| 개인저자 : | Tsay, Ruey S., 1951-, author |
| 언어 | 영어 |
예약
- 1. 예약현황은 홈페이지 로그인 후 예약 페이지에 확인 가능합니다.
- 2. 도착 통보된 예약자료 대출을 원하지 않는 경우에는 예약 현황에서 취소할 수 있습니다.
- 3. 기타 문의사항은 도서관에 문의 바랍니다.
무인예약대출
- 1. 무인예약대출 현황은 홈페이지 로그인 후 무인예약대출 페이지에 확인 가능합니다.
- 2. 무인예약대출자료 대출을 원하지 않는 경우에는 무인예약대출 페이지에서 신청 또는 접수상태인 경우만 취소할 수 있습니다.
- 3. 희망대출일은 신청일로부터 최대 1주일 까지 가능합니다.
- 4. 희망대출일을 선택하지 않은 경우 대출대기 통보 후 1주일까지 기기에서 대출가능합니다.
- 5. 기타 문의사항은 도서관에 문의 바랍니다.
서평쓰기