✦ LIBER ✦

Analysis of Financial Time Series

✍ Scribed by Ruey S. Tsay

Book ID: 127426614
Publisher: Wiley
Year: 2002
Tongue: English
Weight: 3 MB
Series: Wiley series in probability and statistics
Edition: 1st
Category: Library
City: New York
ISBN: 047146161X

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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