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Title: An Review to Analysis of Financial ...

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Publisher: Wiley

Publication Date: 2012

Binding: Hardcover

Book Condition: Good

Edition: 1st Edition.


A finish set of statistical tools for start financial analysts from a leading authority

Written by among the leading specialists on the topic, An Summary to Analysis of Financial File with R explores standard principles of visualization of financial information. Thturbulent a fundamental balance between concept and applications, the book offers readers via an obtainable strategy to financial econometric models and also their applications to real-human being empirical research.

The writer supplies a hands-on introduction to the analysis of financial information making use of the openly easily accessible R software package and situation studies to show actual implementations of the questioned methods. The book begins via the basics of financial information, pointing out their summary statistics and related visualization techniques. Subsequent chapters explore fundamental time series analysis and easy econometric models for business, finance, and also economics as well as associated topics including:

Liclose to time series evaluation, via coverage of exponential smoothing for forespreading and also techniques for model comparichild Different ideologies to calculating asset volatility and also various volatility models High-frequency financial information and straightforward models for price transforms, trading intensity, and realized volatility Quantitative methods for danger administration, including value at hazard and conditional value at danger Econometric and also statistical methods for risk assessment based on too much value theory and also quantile regression

Throughout the book, the visual nature of the topic is showcased via graphical representations in R, and two thorough situation studies demonstrate the relevance of statistics in finance. A connected website features additional data sets and R scripts so readers can produce their own simulations and also test their comprehension of the presented techniques.

An Overview to Analysis of Financial Documents through R is an excellent book for introductory courses on time series and organization statistics at the upper-undergraduate and also graduate level. The book is additionally a terrific resource for researchers and practitioners in the fields of business, finance, and business economics that would prefer to improve their understanding of financial information and today"s financial markets.

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About the Author:

RUEY S. TSAY, PhD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Firm. Dr. Tsay has written over 100 published posts in the areas of business and financial forespreading, data evaluation, threat monitoring, and procedure control. A Other of the American Statistical Association, the Institute of Mathematical Statistics, and also Academia Sinica, Dr. Tsay is author of Analysis of Financial Time Series, Third Edition and cowriter of A Course in Time Series Analysis.