Book Description
Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book.
Youll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This edition continues to emphasize empirical financial data and focuses on real-world examples. Youll master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high-frequency financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods.
This is an ideal textbook for MBA students and a key reference for researchers and professionals in business and finance. Order your copy today.
Download Description
Analysis of Financial Time Series, Second Edition provides a comprehensive 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 author begins with basic characteristics of financial time series data before covering three main topics: analysis and application of univariate financial time series; the return series of multiple assets; and Bayesian inference in finance methods.
Customer Reviews:
Excellent and detailed reference.......2007-05-03
The coverage of the topic is broad and deep. It is one of the few introductory books that devotes some space to transfer function modeling and does so intelligibly.
A must have for the novice as well as those more familiar with the topic that need a solid reference.
The best for Masters level, great all-around.......2007-02-12
This text is absolutely perfect for Masters students learning financial econometrics. There is a little theory, clear explanations, and quite a few real world examples. (I don't think any text would tell the reader what model to use when, because that's application-specific.) It assumes some knowledge of finance and basic econometrics/statistics, which is fair enough. To get more theory, Hamilton (1994) remains the authority, and Campbell, Lo, MacKinlay (1997) is a great introduction for PhD students, and generally an ideal companion volume to this one.
Excellent reference!.......2006-11-05
This book is an excellent toolbox for anyove dealing in the field of financial engineering, however, as a real toolbox, the author doesn't explain the exact use of all tools and how to interpret the results. This is why this book is for advanced users who need a well documented reference but it is not very suitable for beginners in the field. The Splus code is welcome.
Broad coverage, but not for the faint-hearted.......2006-07-05
Written by a University of Chicago professor, this book comprehensively covers times series topics relative to investment and trading-oriented finance (i.e., Wall Street money-making machines). Treatment is generally clear and thorough, but an advanced math and stat background is an absolute prerequisite for understanding the materials.
S-Plus/R code is given, but strangely, there is very little on *why* and
*when* one uses each of the techniques. Under what cirmcustances should I use or not use GARCH? What exactly is PCA good for in real-world applications? These important questions are not answered, in other words, you don't get a sense of the real-world context for these topics.
Best textbook I have ever read .......2005-09-19
First of all, it is well written in a very practical point of view. The whole book is aimed fullly to real financial data(appended in the author's web). People can gain not only the well-explained theories but the hand-on experience with data analysis using SPLUS or any other package.
Secondly, the author is a real expert in this field and has been publishing lots of nice work. All models in the book are clearly illustrated and commented.
Thirdly, it covers a lot of topics in analysis of FT. Reader can learn almost all the valuable things in this field from this book.
If anyone wanna truly learn this book, she/he has to sit down and plays some real data on computer. I think this is the best way and the only way to use this book.
Average customer rating:
- Excellent reference
- Good intro and review of the material
- Excellent as a practical quide - a must have handbook - recent development are here too
- Practical book on time series econometrics
- An Elementary Book
|
Applied Econometric Time Series, 2nd Edition
Walter Enders
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover
 Econometrics
| Economics
| Business & Investing
| Subjects
| Books
General
| Popular Economics
| Business & Investing
| Subjects
| Books
General
| Business & Investing
| Subjects
| Books
Probability & Statistics
| Applied
| Mathematics
| Science
| Subjects
| Books
Statistics
| Applied
| Mathematics
| Professional Science
| Professional & Technical
| Subjects
| Books
Look Inside Business Books
| Trip
| Specialty Stores
| Books
Look Inside Nonfiction Books
| Trip
| Specialty Stores
| Books
Look Inside Science Books
| Trip
| Specialty Stores
| Books
All Titles
| Qualifying Textbooks - Fall 2007
| Stores
| Books
Business & Investing
| Qualifying Textbooks - Fall 2007
| Stores
| Books
Professional
| Qualifying Textbooks - Fall 2007
| Stores
| Books
Science
| Qualifying Textbooks - Fall 2007
| Stores
| Books
Similar Items:
-
Time Series Analysis
-
Analysis of Panel Data
-
Econometrics
-
Econometric Analysis (5th Edition)
-
Analysis of Financial Time Series, 2nd Edition (Wiley Series in Probability and Statistics)
ASIN: 0471230650 |
Book Description
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen.
This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.
Customer Reviews:
Excellent reference.......2007-09-18
This book is an excellent reference guide and a must have book to everyone interested in time series analysis.
Good intro and review of the material.......2006-03-09
Having read a few books on time series analysis, Enders provides the best introduction to the area. The approach is simple and practically oriented. Explaining the basics of the area with limited use of math is beneficial. With this area developing so rapidly, a new, updated edition would be a welcome book on my shelf.
Excellent as a practical quide - a must have handbook - recent development are here too .......2006-02-04
I bought this book as an introductory reading to time series. And found it very easy to understand, both the theoretical explanations and practical applications. I think it is a "must have handbook" for any economics student. The last edition also covers the recent panel unit root tests, not the 2nd generation ones but Im, Pesaran, Shin panel test is explanained pretty well. Graphical illustrations of series and visual detection of possible problems are nice for beginners. Also, shows how to analyze data step-by-step with plenty of examples. In overall I think it is a great investment for those doing empirical studies and/or starting to learn/work with time series.
Practical book on time series econometrics.......2005-03-29
I am a Financial Engineer working primarily in risk management. Over the past few months I've had to study up on time series-related topics (both GARCH and cointegration-based analyses). This book is excellent for someone who needs to find time-series information and then apply it to a problem in a hurry. The explanations are clear and intuitive, yet mathematically precise. There are plenty of examples on how to apply techniques to real world problems, including lucid discussions of the proper statistical tests to use for the various methodologies.
Like many engineers, I often find myself scrambling to find a good source for a model or system component I will have to design, usually under tight time constraints. This is a perfect example of the type of textbook I always hope to find when starting such a task.
An Elementary Book.......2001-05-20
The book is an introduction to time series and covers ARMA, VAR Unit roots and Basic Cointegration, is a good book for people that want learn time series quickly, the book has some elementary theory of time series and many examples and exercises, the computacional problems needs some of RATS ...the book describes time series without advanced mathematics.
Book Description
This new edition of A.C. Harvey's clearly written, upper-level text has been revised and several sections have been completely rewritten. There is new material on a number of topics, including unit roots, ARCH, and cointegration.
The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs. It explores the way in which recent advances in time series analysis have affected the development of a theory of dynamic econometrics, sets out an integrated approach to the problems of estimation and testing based on the method of maximum likelihood, and presents a coherent strategy for model selection.
A.C. Harvey is Professor of Econometrics at the London School of Economics.
Customer Reviews:
A typical British book.......2002-01-26
After spending over (...) bucks, I hoped to find it worth the price. I wasn't disappointed. This is really a good book for the mature guy, ie. one who has a comprehensive statistical background and who wants to know about econometric time series. Unlike the American authors, the British usually do not fill their books with theorem and proof. I think student will find it more easy to read if it is in a theorem and proof approach. Other than that, it is clearly written and contains a lot of material. It is well organized with very few printing errors. This should be the entry level book on econometric time series --though not for student. This is one of the best econometric/time series books I ever bought and read. It is (...) but worth it.
Book Description
Market Response Models: Econometric and Time Series Analysis is the leading source of information on the use of market response models for planning and forecasting. It has served as a text for graduate students in marketing, as a guide for marketing scientists and as a handbook for marketing professionals. In each case the purpose has been the same: capture the excitement and power of a technique so advanced it has literally changed the style of marketing mix decision making.
Now, in its second edition, the authors have provided a thoroughly-updated version for a new generation of marketing scholars and managers. From advances in technology and science to the recognition of database and Internet-age marketing,
Market Response
Models builds on its reputation as the authoritative text in its field.
The emergence of market response as an essential tool for world-class marketing has made this book even more relevant to practicing managers. Today no one can ignore the competitive edge that market response gives to companies: it is both the high-end of data mining and the basis for decision support. The fact that sales forecasts and marketing decisions can be improved with market response models is just one more reason that companies need to understand-and use-this technique.
As in the first edition,
Market Response Models:
- integrates state-of-the-art technical material with discussions of its relevance to management.
- provides continuity to a decades-long research stream.
- illustrates how marketing generalizations are the basis of marketing theory and knowledge.
- shows how research can be applied to marketing planning and forecasting.
- presents original research in marketing.
This second edition of
Market Response Models:
- places much more emphasis on the basic building blocks of market response modeling: markets, data, and sales drivers, through a separate chapter.
- splits the design of response models into separate chapters on static and dynamic models.
- discusses techniques and findings spawned by the marketing information revolution, e.g., scanner data.
- emphasizes new insights available on marketing sales drivers, especially improved understanding of sales promotion.
- demonstrates methodological developments to assess long-term impacts, where present, of current marketing efforts.
- includes a new chapter on sales forecasting.
- adds mini-case histories in the form of boxed inserts entitled
Industry Perspectives, which are primarily written by business executives.
This book is truly the foundation of market response modeling.
Customer Reviews:
Has All The Facts.......2004-04-11
Great reference for building market models. A lot of good examples. Real world case studies. Easy to understand math formulas. Technical - but good!
Book Description
Drawing on her own long-term research and extensive work experience, Janice Klein reveals how the power of people (insiders who are able to see problems from outsider's perspective), approach ("pulling change"), and system (support infrastructure) combine to turn new ideas and concepts into institutionalized practices. In particular, certain people inside organizations "outsiders on the inside" are key to driving innovation, adaptation, and real change. Using examples from leading companies in MIT's Leaders for Manufacturing (LFM) and System Design and Management (SDM) Partnership -- such as Boeing, Intel, Motorola, Alcoa, Ford, Kodak, and others -- she shows how employees at all levels can learn how to become "an outsider on the inside," and be in the right place at the right time to discover opportunities to "pull" into their organization. Throughout, we grow to understand the perspectives of numerous "outsiders on the inside," by hearing their voices and observing their actions. The strategy Klein provides is relevant for any company that hopes to build a change capability, rather than attempt only to manage change.
Download Description
Worldwide shipments of new comput" The Emotionally Intelligent Nurse Leader offers nurse managers, health care leaders, and emerging leaders a useful guide for identifying, using, and regulating their emotions (emotional intelligence). As the author clearly demonstrates, harn Building Donor Loyalty is a hands-on guide written for professional fundraisers that outlines the factors that drive donor retention, explains how to keep donors committed to an organization, and offers suggestions for developing donor value over t Drawing on her own long-term research and extensive work experience, Janice Klein reveals how the power of people (insiders who are able to see problems from outsider's perspective), approach ('pulling change"), and system (support infra
Customer Reviews:
A refreshing new look at change .......2004-11-01
This is a book for anyone interested in improving either their company, their career or their effectiveness in an organization. Although the examples come primarily from manufacturing, the concepts are equally applicable to my business which is financial services. Whether you are in senior management or an entry level employee, this book will give you a new perspective on how to facilitate the process of change within your organization and make you more valuable. Enjoy!! A worthwhile book that is easy to read and has specific ideas you can use.
Average customer rating:
|
Agriculture and the Environment: Perspectives on Sustainable Rural Development
Manufacturer: World Bank
ProductGroup: Book
Binding: Paperback
Regional Planning
| Politics
| Nonfiction
| Subjects
| Books
Spanish
| Foreign Language Nonfiction
| Nonfiction
| Subjects
| Books
General
| Science
| Subjects
| Books
General
| Agricultural Sciences
| Science
| Subjects
| Books
General
| Agricultural Sciences
| Professional Science
| Professional & Technical
| Subjects
| Books
General
| Ciencias Agriculturales
| Ciencia
| Libros en español
| Formats
| Books
General
| Ciencia
| Libros en español
| Formats
| Books
Política
| No-Ficción
| Libros en español
| Formats
| Books
| Derechos Humanos
| General
| Globalización
| Historia y Teoría
| Ideologías
| Internacional
| Libertad y Seguridad
| Partidos Polítcos
| Política Práctica
| Referencia
| Relaciones Laborales e Industriales
General
| Agronomía
| Ciencia Profesional
| Profesional y Técnico
| Libros en español
| Formats
| Books
ASIN: 0821347403 |
Average customer rating:
|
Biology Today and Tomorrow, Basics Edition (with CD-ROM, vMentor, and Opposing Viewpoints Resource Center/InfoTrac)
Cecie Starr
Manufacturer: Brooks Cole
ProductGroup: Book
Binding: Paperback
General
| Biology
| Biological Sciences
| Science
| Subjects
| Books
General
| Science
| Subjects
| Books
General
| Biology
| Biological Sciences
| Professional Science
| Professional & Technical
| Subjects
| Books
All Titles
| Qualifying Textbooks - Fall 2007
| Stores
| Books
Professional
| Qualifying Textbooks - Fall 2007
| Stores
| Books
Science
| Qualifying Textbooks - Fall 2007
| Stores
| Books
Similar Items:
-
Biology: Today and Tomorrow with Physiology (with ThomsonNOW?-How Do I Prepare/vMentor?, InfoTrac® 1-Semester, iLrn? Printed Access Card)
-
Student Workbook for Starr's Biology Today and Tomorrow (with Physiology, CD-ROM, InfoTrac, vMentor, and OVRC)
-
Student Interactive Workbook for Starr's Biology: Today and Tomorrow with Physiology, 2nd
-
Understanding Christian Theology
-
The Curious Writer: Concise Edition
Accessories:
-
Student Workbook for Starr's Biology Today and Tomorrow (with Physiology, CD-ROM, InfoTrac, vMentor, and OVRC)
-
Cooperative Learning: Making Connections in General Biology
ASIN: 0534495656 |
Book Description
Cecie Starr is the most successful author in non-majors biology because of her clear and engaging writing, trend-setting art, and unparalleled student and instructor media. Now in her brief NEW text, Starr creates in fewer than 500 pages a friendly, issues-oriented book with enormous instructional power. Integrating visuals from the book and accompanying media, Starr supports student mastery throughout and encourages students to make judgments about biology-related issues just as they will as citizens, voters, parents, employees, and consumers. While this brief book omits physiology coverage, it covers all other topics. The pedagogical focal points of each chapter are "Read Me First!" diagrams that introduce concepts before students read the longer text discussions. These visual previews, featuring annotated art presented in clearly numbered steps, make the subsequent text discussions more accessible. To solidify understanding, a narrated animation of each diagram appears on the free Student CD-ROM. "The Big Picture" on every chapter-opening page is a visual overview of the chapter's key concepts and is enhanced by a fully narrated, "mini-lecture" movie on the CD-ROM. The free Student CD-ROM provides access to BiologyNow, a powerful diagnostic learning tool that helps students assess their unique study needs through pretests and personalized learning plans. An "Impacts and Issues" opens each chapter focusing students on a key biology-related societal issue. Revisited throughout the chapter, this unfolding case study illustrates the chapter's biological concepts. Each chapter's "How Would You Vote?" feature asks students to consider biology-related news topics, gather and evaluate pro/con information, apply knowledge, then cast a vote on the Web. Students can see how peers in their state and across the nation voted. For additional facts and perspectives on each side of the issue, instructors can assign readings from the online Opposing Viewpoints
Books:
- Annual Editions: Macroeconomics 05/06 (Macroeconomics)
- Banker to the Poor: Micro-Lending and the Battle Against World Poverty
- Beyond the 'African Tragedy': Discourses on Development And the Global Economy
- Capital and Coercion: The Economic and Military Processes that Have Shaped the World Economy, 1800-1990 (Transnational Business and Corporate Culture)
- Case Studies in Us Trade Negotiation, Volume 1: Making the Rules
- Corporate Financial Analysis in a Global Environment
- Corporate Valuation: A Guide for Managers and Investors with Thomson ONE
- Creating the Discipline of Knowledge Management: The Latest in University Research
- Debating Governance: Authority, Steering, and Democracy
- Deflation: Why it's coming, whether it's good or bad, and how it will affect your investments, business, and personal affairs
Books Index
Books Home
Recommended Books
- The Matzah Man: A Passover Story
- Indian Creek Chronicles: A Winter Alone in the Wilderness
- Building Technology: Mechanical and Electrical Systems, 2nd Edition
- Biotechnical and Soil Bioengineering Slope Stabilization: A Practical Guide for Erosion Control
- Developmental Biology, Eighth Edition
- Logistics & Supply Chain Management: creating value-adding networks
- Hardscrabble Road: A Gregor Demarkian Novel
- Dot to Dot Count to 10
- Builder's Essentials: Plan Reading & Material Takeoff
- Central Rocky Mountain Wildflowers: Including Yellowstone and Grand Teton National Parks
Market Models: A Guide to Financial Data Analysis
Options, Futures and Other Derivatives (6th Edition)
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
