Essentials of Time Series for Financial Applications is popular PDF and ePub book, written by Massimo Guidolin in 2018-05-29, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Essentials of Time Series for Financial Applications can be Read Online from any device for your convenience.

Essentials of Time Series for Financial Applications Book PDF Summary

Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs. Provides practical, hands-on examples in time-series econometrics Presents a more application-oriented, less technical book on financial econometrics Offers rigorous coverage, including technical aspects and references for the proofs, despite being an introduction Features examples worked out in EViews (9 or higher)

Detail Book of Essentials of Time Series for Financial Applications PDF

Essentials of Time Series for Financial Applications
  • Author : Massimo Guidolin
  • Release : 29 May 2018
  • Publisher : Academic Press
  • ISBN : 9780128134108
  • Genre : Business & Economics
  • Total Page : 435 pages
  • Language : English
  • PDF File Size : 21,5 Mb

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