Analysis of Financial Time Series, 3rd EditionISBN: 978-0-470-41435-4
Hardcover
720 pages
August 2010
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 15-20 days delivery time. The book is not returnable.
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- The new edition includes new developments in financial econometrics such as realized volatility, bi-power variation, credit risk management, default probabilities, pair trading, and dynamic factor models, among others.
- Empirical data sets have been updated and expanded throughout.
- R has replaced S-Plus so as to make the book less dependent on commercial software.
- User comments have been taken into serious consideration resulting in a reorganization of various sections and content for ease of understanding and the correction of minor errors.
- As in previous editions, algebraic derivatives have been kept to a minimum and the balance between theory and application is emphasized.
- There are extensive sets of exercises that reinforce the content. Abundant examples are spread throughout. References have been added and updated where applicable.
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