Ruey S. Tsay
Auteur de Analysis of Financial Time Series
A propos de l'auteur
Ruey S. Tsay, PHD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. Dr. Tsay has written over 100 published articles in the areas of business and economic forecasting, data analysis, risk management, and process control. A Fellow of afficher plus the American Statistical Association, the Institute of Mathematical Statistics, and Academia Sinica, Dr. Tsay is author of Analysis of Financial Time Series, Third Edition and coauthor of A Course in Time Series Analysis. afficher moins
Crédit image: via Chicago Booth
Œuvres de Ruey S. Tsay
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Membres
Critiques
Statistiques
- Œuvres
- 5
- Membres
- 128
- Popularité
- #157,245
- Évaluation
- 4.3
- Critiques
- 1
- ISBN
- 27
FinTS: Companion to Tsay (2005) Analysis of Financial Time Series
R companion to Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.… (plus d'informations)