[ read online books ] Analysis of Financial Time Series, 3rd ed. Author RUEY S. TSAY – Intimatenights.co.uk
International economy Edition book content author is the same as original EDITION PAPERBACK Global shipping, item shipped right away using DHL FEDEX and item delivery assured in business days NEW GOOD PRINT Publisher WILEY Great book but very technical. Nice Book The ultimate in financial time series Nothing better than this. I liked the book But pages 380 and 381 are blank worth reading with R codes Its very good book with R codes n explaining how to analyse time series with arima n also garch for volatility The book itself is 5 stars but the Kindle version was very poorly adapted. If you re good in equation then read it and it is advanced book on econometrics. A nice up to date collection of time series techniques Should be useful for someone who already has some experience in the field However, would not recommend as an introduction for an uninitiated.Pros Covers a broad scope of up to date time series topics Presentations of models are concise but not too short.Cons A bit uncomfortable and unconventional compared to other time series texts notation On some occasions presents outdated approaches that have been proved wrong without even giving a warning E.g suggests testing for remaining ARCH effects in G ARCH model residuals by the simple ARCH LM test This approach has been proven wrong and an alternative has been suggested already in 1994 the Li Mak test However, the book is completely mute about this issue A few typos, but not a major problem.