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010 a| 2010016632;

020 a| 9780470583623 (hardback);

020 a| 0470583622 (hardback);

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050 00 a| HA30.3b| .C47 2010;

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100 1 a| Chan, Ngai Hang.=| ^A1298877;

245 10 a| Time seriesh| [electronic resource] :b| applications to finance with R and S-Plus /c| Ngai Hang Chan.;

250 a| 2nd ed.;

260 a| Hoboken, N.J. :b| Wiley,;

300 a| xxiii, 296 p. :b| ill. ;c| 25 cm.;

504 a| Includes bibliographical references and indexes.;

506 a| Available only to authorized users.;

520 a| "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. Recent developments in nonstandard time series techniques such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."--c| Provided by publisher.;

538 a| Mode of access: World Wide Web;

650 0 a| Time-series analysis.=| ^A7961;

650 0 a| Econometrics.=| ^A21416;

650 0 a| Risk management.=| ^A117330;

655 0 a| Electronic books.=| ^A491897;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=699152;

947 a| (OCoLC)ocn607988950;

949 a| CLICK ON WEB ADDRESSw| ASISh| JOYNER188;

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949 a| CLICK ON WEB ADDRESSw| ASISh| JMUSIC60;

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999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4454415-2001l| HSLELECm| HSLr| Ys| Yt| HEBKu| 7/2/2016x| EBOOKz| HERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4454415-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 7/2/2016x| EBOOKz| JERESOURCE;

Time series applications to finance with R and S-Plus / Ngai Hang Chan.

Author/creator	Chan, Ngai Hang
Format	Electronic
Edition	2nd ed.
Publication Info	Hoboken, N.J. : Wiley,
Description	xxiii, 296 p. : ill. ; 25 cm.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Time-series analysis. Econometrics. Risk management.

Abstract	"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. Recent developments in nonstandard time series techniques such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."-- Provided by publisher.
Abstract	"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"-- Provided by publisher.
Bibliography note	Includes bibliographical references and indexes.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Genre/form	Electronic books.
LCCN	2010016632
ISBN	9780470583623 (hardback)
ISBN	0470583622 (hardback)

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Time series applications to finance with R and S-Plus / Ngai Hang Chan.

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