Time Series

"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds"--

Author: Ngai Hang Chan
Publisher: Wiley
Published: 10/05/2010
Pages: 336
Binding Type: Hardcover
Weight: 1.27lbs
Size: 9.30h x 6.20w x 0.90d
ISBN: 9780470583623

Review Citation(s):
Reference and Research Bk News 02/01/2011 pg. 76

About the Author

NGAI HANG CHAN, PhD, is Head and Chair Professor of Statistics at the Chinese University of Hong Kong. He has published extensively in the areas of time series, statistical finance, econometrics, risk management, and stochastic processes. A Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Dr. Chan is the coauthor of Simulation Techniques in Financial Risk Management, also published by Wiley.

This title is not returnable