[[ Read pdf ]] Analysis of Financial Time Series, 3rd ed.Author RUEY S. TSAY – Z55z.co

International economy Edition book content author is the same as original EDITION PAPERBACK Global shipping, item shipped right away using DHL FEDEX and item delivery assured in business days NEW GOOD PRINT Publisher WILEY


15 thoughts on “Analysis of Financial Time Series, 3rd ed.

  1. SanDan SanDan says:

    Personally, I think this book is not for the beginners If you are looking for a starter, this is not for you This however does not devalue the quality of the book It is expensive I paid 50.80 but worth it as it brilliantly covers useful econometric statistical tools, which are widely used in the financial services industry even today A basic understanding of Mathematical Statistics and Finance at least at the UG level, if not the PG level will be very helpful to fully grasp and understand the book Further, background readings in 1 understanding MCMC, 2 Gibbs Algo, 3 Bayesian Statistics and 4 probability distribution would greatly enhance your understanding and appreciation of this book.In summary, this is a good book for researchers and junior and advanced practitioners alike.


  2. SANDEEP SEHRAWAT SANDEEP SEHRAWAT says:

    If you re good in equation then read it and it is advanced book on econometrics.


  3. Sunita Arora Sunita Arora says:

    Nice Book


  4. azim sikandar azim sikandar says:

    The ultimate in financial time series Nothing better than this.


  5. Dinesh Lekhak Dinesh Lekhak says:

    Great book but very technical.


  6. reference-collections.co Customer reference-collections.co Customer says:

    worth reading with R codes


  7. B Oliveira B Oliveira says:

    I liked the book But pages 380 and 381 are blank


  8. jeyda jeyda says:

    Its very good book with R codes n explaining how to analyse time series with arima n also garch for volatility


  9. Mathias H Mathias H says:

    The book itself is 5 stars but the Kindle version was very poorly adapted.


  10. Daumantas Bloznelis Daumantas Bloznelis says:

    A nice up to date collection of time series techniques Should be useful for someone who already has some experience in the field However, would not recommend as an introduction for an uninitiated.Pros Covers a broad scope of up to date time series topics Presentations of models are concise but not too short.Cons A bit uncomfortable and unconventional compared to other time series texts notation On some occasions presents outdated approaches that have been proved wrong without even giving a warning E.g suggests testing for remaining ARCH effects in G ARCH model residuals by the simple ARCH LM test This approach has been proven wrong and an alternative has been suggested already in 1994 the Li Mak test However, the book is completely mute about this issue A few typos, but not a major problem.


  11. reference-collections.co Customer reference-collections.co Customer says:

    It s a textbook.


  12. Alberto Alberto says:

    This book runs wildly from volatility models to analysis of high frequency series to non linear modeling, sort of a kill all tool for the analysis of financial time series After all, that is the book title In the end you re left with a general overview of each topic and little practical knowledge of the task at hand Perhaps this is the goal of the people buying this book and students alike.


  13. SunnieW SunnieW says:

    Very well explained book Also attached branch of examples with R studio codes.


  14. Suresh Suresh says:

    This book is not for you if you are just starting learn about Time Series analysis or Econometrics This is way too math heavy and absolutely no attempt made to explain the concepts.


  15. Redbeard Redbeard says:

    I realize a different reviewer considered the e book a convenient solution, and it certainly would be But, the equations are unreadable You have to double click with your finger to enlarge the equation, it s barely readable at that The inline equations are in fonts that don t display, so there are missing subscripts The result is, by Chapter 2 the text devolves into gibberish Honestly, the quality control is lousy for this Kindle Edition I guess I ll have to buy the hardcover.As for the book, I m through Chapter Three and it is otherwise readable and understandable The author presents the material well, but I ve already had one course on time series analysis.