Multivariate time series analysis

with R and financial applications

An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through ...

An introduction to analysis of financial data with R

This book provides a systematic and mathematically accessible introduction to financial econometric models and their applications in modeling and predicting financial time series data. It emphasizes empirical financial data and focuses on real-world examples. Following this approach, readers will master key aspects of financial time ...

Analysis of financial time series

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The ...

Analysis of financial time series

Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book. You'll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series ...