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Title: Analysis of Financial Time Series by Ruey S. Tsay, Ruey S. Tsay ISBN: 0-471-41544-8 Publisher: Wiley-Interscience Pub. Date: 15 October, 2001 Format: Hardcover Volumes: 1 List Price(USD): $99.95 |
Average Customer Rating: 4.33 (3 reviews)
Rating: 5
Summary: Analysis of Financial Time Series
Comment: This book is awesome. It starts with bedrock concepts needed for analysis of financial data and it takes the student up to the most recent and important techniques used in the industry today. However, if one expects to fully utilize this text, one should have at least one semester of applied econometrics or some equivalent course in statistics and continuous probability, although it will be practical to study the two topics concurrently.
Rating: 4
Summary: A very practical book
Comment: This is not a reference book, and it's not about "big" theory either. It's pretty practical, and good for self study. You should have access to some econometric/statistical software (i.e. EViews, S-Plus, etc.) to fully understand this book.
Rating: 4
Summary: Petition: please provide table of contents!
Comment: I want to see the table of contents of this book. How can the author and the publisher expect people to buy this book without providing the table of the contents?...
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Title: Market Models: A Guide to Financial Data Analysis by Carol Alexander ISBN: 0471899755 Publisher: John Wiley & Sons Pub. Date: 15 November, 2001 List Price(USD): $105.00 |
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Title: Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses, Dick van Dijk ISBN: 0521779650 Publisher: Cambridge University Press Pub. Date: 27 July, 2000 List Price(USD): $33.00 |
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Title: The Econometrics of Financial Markets by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Andrew Y. Lo, Archie Craig MacKinlay ISBN: 0691043019 Publisher: Princeton University Press Pub. Date: 09 December, 1996 List Price(USD): $95.00 |
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Title: Time Series Analysis by James Douglas Hamilton ISBN: 0691042896 Publisher: Princeton University Press Pub. Date: 11 January, 1994 List Price(USD): $95.00 |
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Title: An Introduction to High-Frequency Finance by Michel M. Dacorogna, Ramazan Gençay, Ulrich A. Müller, Richard B. Olsen, Olivier V. Pictet ISBN: 0122796713 Publisher: Academic Press Pub. Date: May, 2001 List Price(USD): $84.95 |
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