Description: About this Item The item is a book Hardback The Author Name is Ruey S. Tsay The Title is Multivariate Time Series Analysis : With R and Financial Applications Condition New Other Comments Pages Count - 520. Category - Mathematics Product Description - An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research. Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes: Over 300 examples and exercises to reinforce the presented content User-friendly R subroutines and research presented throughout to demonstrate modern applications Numerous datasets and subroutines to provide readers with a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics. We Use Stock Images Because we have over 2 million items for sale we have to use stock images, this listing does not include the actual image of the item for sale. The purchase of this specific item is made with the understanding that the image shown in this listing is a stock image and not the actual item for sale. For example: some of our stock images include stickers, labels, price tags, hyper stickers, obi's, promotional messages, signatures and or writing which may not be available in the actual item. When possible we will add details of the items we are selling to help buyers know what is included in the item for sale. The details are provided automatically from our central master database and can sometimes be wrong. Books are released in many editions and variations, such as standard edition, re-issue, not for sale, promotional, special edition, limited edition, and many other editions and versions. The Book you receive could be any of these editions or variations. If you are looking for a specific edition or version please contact us to verify what we are selling. Gift IdeasThis is a great Christmas gift idea. Hours of ServiceWe have many warehouses, some of the warehouses process orders seven days a week, but the Administration Support Staff are located at a head office location, outside of the warehouses, and typically work only Monday to Friday. Location ID 9000z iHaveit SKU ID 167447033
Price: 203.73 USD
Location: US
End Time: 2024-12-12T09:29:26.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
Fiction/Non-Fiction: Non-Fiction
Genre/Subject: Mathematics
Narrator/Voice Actors: NA
Length: 244
Running Time: NA
Features: NA
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Modified Item: NA
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Title: Multivariate Time Series Analysis With R and Financial Applicat
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Weight: 0.82
Number of Pages: 520 Pages
Publication Name: Multivariate Time Series Analysis : with Rand Financial Applications
Language: English
Publisher: Wiley & Sons, Incorporated, John
Item Height: 1.3 in
Subject: Probability & Statistics / Multivariate Analysis, Probability & Statistics / Time Series, Econometrics
Publication Year: 2013
Type: Textbook
Item Weight: 30.5 Oz
Item Length: 9.3 in
Author: Ruey S. Tsay
Subject Area: Mathematics, Business & Economics
Series: Wiley Series in Probability and Statistics Ser.
Item Width: 6.3 in
Format: Hardcover
