Multivariate Time Series Analysis
with r and financial applications
$358.27
- Hardcover
520 pages
- Release Date
27 November 2013
Summary
Mastering Multivariate Time Series Analysis: A Practical Guide with R
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 com…
Book Details
| ISBN-13: | 9781118617908 |
|---|---|
| ISBN-10: | 1118617908 |
| Series: | Wiley Series in Probability and Statistics |
| Author: | Ruey S. Tsay |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 520 |
| Edition: | 1st |
| Release Date: | 27 November 2013 |
| Weight: | 862g |
| Dimensions: | 236mm x 160mm x 33mm |
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About The Author
Ruey S. Tsay
RUEY S. TSAY, PhD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. He has written over 125 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 An Introduction to Analysis of Financial Data with R, and coauthor of A Course in Time Series Analysis, all published by Wiley.
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