This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text.
- ISBN10 0470583622
- ISBN13 9780470583623
- Publish Date 22 October 2010 (first published 18 April 2002)
- Publish Status Active
- Publish Country US
- Imprint John Wiley & Sons Inc
- Edition 2nd Edition
- Format Hardcover
- Pages 336
- Language English