An Introduction to Analysis of Financial Data with R 在線電子書 圖書標籤: R Finance Statistics 金融 統計 Time_Series 金融數學 課本
發表於2024-12-28
An Introduction to Analysis of Financial Data with R 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
好好用,北大配套的講義也很好。可惜我沒啥機會用這些玩意兒瞭。。。
評分好好用,北大配套的講義也很好。可惜我沒啥機會用這些玩意兒瞭。。。
評分中文版馬上就要齣來。蔡老師的書,擴散速度未免太快。
評分好好用,北大配套的講義也很好。可惜我沒啥機會用這些玩意兒瞭。。。
評分中文版馬上就要齣來。蔡老師的書,擴散速度未免太快。
Ruey S. Tsay(蔡瑞胸) 美國芝加哥大學布斯商學院計量經濟學與統計學的H.G.B. Alexander講席教授,美國統計協會、數理統計學會以及英國皇傢統計學會的會士,中國颱灣“中央研究院”院士。他是《Journal of Forecasting》的聯閤主編,也是《Asia-Pacific Financial Markets》、《Studies in Nonlinear Dynamics and Econometrics》和《Metron》等期刊的副主編。Tsay教授在商務和經濟預測、數據分析、風險管理以及過程控製等領域發錶學術論文100多篇,還擁有美國專利“System and method for building a time series model (2005)”。
This book provides a systematic and mathematically accessible introduction to financial econometric models and their applications in modeling and predicting financial time series data. It emphasizes empirical financial data and focuses on real-world examples. Following this approach, readers will master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure, and high-frequency financial data. S-Plus® commands and illustrations are used extensively throughout the book in order to highlight accurate interpretations and graphical representations of financial data. Exercises are included in order to provide readers with more opportunities to put the models and methods into everyday practice. The tools provided in the text aid readers in developing a deeper understanding of financial markets through firsthand experience in working with financial data, most importantly without needless computation.
評分
評分
評分
評分
An Introduction to Analysis of Financial Data with R 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024