LEADER 02964nam 2200649 450 001 9910462982703321 005 20200520144314.0 010 $a1-118-61775-4 010 $a1-118-61779-7 035 $a(CKB)2670000000493213 035 $a(EBL)1562422 035 $a(OCoLC)841559057 035 $a(SSID)ssj0001061381 035 $a(PQKBManifestationID)11585882 035 $a(PQKBTitleCode)TC0001061381 035 $a(PQKBWorkID)11098039 035 $a(PQKB)11144499 035 $a(MiAaPQ)EBC1562422 035 $a(DLC) 2013017803 035 $a(PPN)197171575 035 $a(Au-PeEL)EBL1562422 035 $a(CaPaEBR)ebr10814689 035 $a(CaONFJC)MIL556701 035 $a(EXLCZ)992670000000493213 100 $a20131220d2014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMultivariate time series analysis $ewith R and financial applications /$fRuey S. Tsay 210 1$aHoboken, New Jersey :$cWiley,$d2014. 210 4$dİ2014 215 $a1 online resource (502 p.) 225 0$aWiley series in probability and statistics 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a1-118-61790-8 320 $aIncludes bibliographical references at the end of each chapters and index. 330 $a"Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"--$cProvided by publisher. 410 0$aWiley series in probability and statistics 606 $aTime-series analysis 606 $aR (Computer program language) 606 $aEconometric models 608 $aElectronic books. 615 0$aTime-series analysis. 615 0$aR (Computer program language) 615 0$aEconometric models. 676 $a519.5/5 686 $aMAT029000$2bisacsh 700 $aTsay$b Ruey S.$f1951-$0294061 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910462982703321 996 $aMultivariate time series analysis$92254972 997 $aUNINA