Skip to Content
An introduction to analysis of financial data with R

An introduction to analysis of financial data with R

Tsay, Ruey S

Hardback, Book. English.
Published Hoboken, N.J.: Wiley, 2013
Rate this

Available at all branches.

This item is not reservable because:

  • There are no reservable copies for this title. Please contact a member of library staff for further information.
  • National College Library – One available in Main Lending 332.0285

    Barcode Shelfmark Loan type Status
    39006010685628 Main Lending 332.0285 Main Lending Available


Statement of responsibility: Ruey S. Tsay
ISBN: 0470890819, 9780470890813
Note: Includes bibliographical references and index.
Physical Description: xiv, 390 p. : ill. ; 25 cm.
Subject: Time-series analysis.; Econometrics.; Finance Econometric models.; R (Computer program language)


  1. Preface
  2. Financial data and their properties
  3. Linear models for financial time series
  4. Case studies of linear time series
  5. Asset volatility and volatility models
  6. Applications of volatility models
  7. High frequency financial data
  8. Value at risk
  9. Index.