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Books on the topic 'Financial time series model'

Author: Grafiati

Published: 20 February 2023

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1

Jens-Peter, Kreiß, Davis Richard A, Andersen Torben Gustav, and SpringerLink (Online service), eds. Handbook of Financial Time Series. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2009.

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2

Modelling financial time series. 2nd ed. New Jersey: World Scientific, 2008.

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3

Modelling financial time series. Chichester [West Sussex]: Wiley, 1986.

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4

Mills, T. C. Econometric modelling of financial time series. Cambridge: Cambridge University Press, 1995.

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5

Tsay, Ruey S. Analysis of financial time series: Financial econometrics. New York: Wiley, 2002.

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6

Analysis of financial time series. 2nd ed. Hoboken, N.J: Wiley, 2005.

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7

Tsay, Ruey S. Analysis of Financial Time Series. New York: John Wiley & Sons, Ltd., 2005.

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8

Analysis of financial time series. New York: Wiley, 2002.

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9

Christian, Dunis, and Zhou Bin 1956-, eds. Nonlinear modelling of high frequency financial time series. Chichester [England]: Wiley, 1998.

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10

The econometric modelling of financial time series. Cambridge: Cambridge University Press, 1993.

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11

Wang, Peijie. Financial econometrics. New York, NY: Routledge, 2008.

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12

Financial econometrics: Methods and models. New York: Routledge, 2002.

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13

Wang, Peijie. Financial econometrics: Methods and models. London: Routledge, 2003.

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14

Taylor, S. L. The time series properties of financial reporting data. [North Ryde, N.S.W.]: Macquarie University, School of Economic and Financial Studies, 1985.

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15

Ramaswamy, Srichander. One-step prediction of financial time series. Basle, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 1998.

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16

Neural network time series forecasting of financial markets. Chichester: Wiley, 1994.

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17

Philip, Rothman, ed. Nonlinear time series analysis of economic and financial data. Boston: Kluwer Academic Publishers, 1999.

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18

An introduction to analysis of financial data with R. Hoboken, N.J: Wiley, 2012.

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19

Wolfgang, Härdle, and López Cabrera Brenda, eds. Statistics of financial markets: Exercises and solutions. Heidelberg: Springer, 2010.

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20

Melni*k, Rafi. Financial services, cointegration and the demand for money in Israel. Jerusalem: Research Dept., Bank of Israel, 1992.

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21

Urbach, Richard M. A. Footprints of chaos in the markets: Analyzing non-linear time series in financial markets and other real systems. London ; New York: Financial Times Prentice Hall, 2000.

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22

Zhang, Zhiwei. Speculative attacks in the Asian crisis. [Washington, D.C.]: International Monetary Fund, Research Department, 2001.

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23

Borak, Szymon. Statistics of Financial Markets: Exercises and Solutions. 2nd ed. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

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24

Chevallier, Julien, Stéphane Goutte, David Guerreiro, Sophie Saglio, and Bilel Sanhaji, eds. Financial Mathematics, Volatility And Covariance Modelling: Volume 2. Milton, Cambridge, UK: Routledge, 2019.

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25

Intelligent systems and financial forecasting. London: Springer, 1997.

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26

Harvey, Andrew. Multivariate structural time series model. London: Suntory and ToyotaInternational Centres for Economics and Related Disciplines, 1996.

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27

Analysis of financial time series. 3rd ed. Cambridge, Mass: Wiley, 2010.

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28

Tsay, Ruey S. Analysis of Financial Time Series. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2005. http://dx.doi.org/10.1002/0471746193.

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29

Mikosch, Thomas, Jens-Peter Kreiß, Richard A. Davis, and Torben Gustav Andersen, eds. Handbook of Financial Time Series. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71297-8.

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30

Tsay, Ruey S. Analysis of Financial Time Series. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2010. http://dx.doi.org/10.1002/9780470644560.

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31

Chih-Ling, Tsai, ed. Regression and time series model selection. Singapore: World Scientific, 1998.

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32

Teyssiere, Gilles. Double long-memory financial time series. London: London University, Queen Mary and Westfield College, Department of Economics, 1996.

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33

Taylor, Stephen J. Modelling Financial Time Series. Wiley & Sons, Incorporated, John, 2000.

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34

Taylor, Stephen J. Modelling Financial Time Series. Wiley & Sons, Incorporated, John, 2000.

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35

Mills, Terence C. Econometric Modelling of Financial Time Series. Cambridge University Press, 2011.

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36

Markellos, Raphael N., and Terence C. Mills. Econometric Modelling of Financial Time Series. Cambridge University Press, 2012.

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37

Markellos, Raphael N., and Terence C. Mills. Econometric Modelling of Financial Time Series. Cambridge University Press, 2008.

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38

Mills, Terence C. Econometric Modelling of Financial Time Series. Cambridge University Press, 2012.

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39

Mills, Terence C. Econometric Modelling of Financial Time Series. Cambridge University Press, 1999.

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40

Markellos, Raphael N., and Terence C. Mills. Econometric Modelling of Financial Time Series. Cambridge University Press, 2008.

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41

Essentials of Time Series for Financial Applications. Elsevier Science & Technology Books, 2018.

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42

Guidolin, Massimo, and Manuela Pedio. Essentials of Time Series for Financial Applications. Elsevier Science & Technology Books, 2018.

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43

Taylor, Stephen J. Modelling Financial Times Series. 2nd ed. World Scientific Publishing Company, 2008.

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44

Zivot, Eric, and Jiahui Wang. Modeling Financial Time Series with S-PLUS. Springer, 2005.

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45

Modeling Financial Time Series With S-Plus. Springer, 2004.

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46

Wang, Peijie. Financial Econometrics. Taylor & Francis Group, 2005.

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47

Wang, Peijie. Financial Econometrics. Taylor & Francis Group, 2008.

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48

Wang, Peijie. Financial Econometrics. Taylor & Francis Group, 2008.

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49

Wang, Peijie. Financial Econometrics. Taylor & Francis Group, 2005.

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50

Wang, Peijie. Financial Econometrics. Taylor & Francis Group, 2005.

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