Analysis of Financial Time Series

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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.

Author(s): Ruey S. Tsay
Series: Wiley series in probability and statistics
Edition: 1st
Publisher: Wiley
Year: 2002

Language: English
Pages: 455
City: New York