MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03831nam a2200325 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
CSPC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20231213174001.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
231204s2020 flua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781032173467 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
CSPC |
| Original cataloging agency |
CSPC |
| Language of cataloging |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.G466 2020 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.0151955 |
| Item number |
G289s |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Gentle, James E., |
| Dates associated with a name |
1943- |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Statistical analysis of financial data : |
| Remainder of title |
with examples in R / |
| Statement of responsibility, etc. |
James E. Gentle. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Boca Raton, Florida : |
| Name of producer, publisher, distributor, manufacturer |
CRC Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2020. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xix, 645 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Chapman & Hall/CRC texts in statistical science series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Financial time series -- Financial assets and markets -- Frequency distributions of returns -- Volatility -- Market dynamics -- Stylized facts about financial data -- Data reduction -- The empirical cumulative distribution function -- Nonparametric probability density estimation -- Graphical methods in exploratory analysis -- Random variables and probability distributions -- Some useful probability distributions -- Simulating observations of a random variables -- Models -- Criteria and methods for statistical modeling -- Optimization in statistical modeling; least squares and maximum likelihood -- Statistical inference -- Models of relationship among variables -- Assessing the adequacy of models -- Basic linear operations -- Analysis of discrete time series models -- Autoregressive and moving average models -- Conditional heteroscedasticity -- Unit root and cointegration |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
Statistical Analysis of Financial Data covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software used to obtain the data for the examples in the first chapter and for all computations and to produce the graphs is R. However discussion of R is deferred to an appendix to the first chapter, where the basics of R, especially those most relevant in financial applications, are presented and illustrated. The appendix also describes how to use R to obtain current financial data from the internet. Chapter 2 describes the methods of exploratory data analysis, especially graphical methods, and illustrates them on real financial data. Chapter 3 covers probability distributions useful in financial analysis, especially heavy-tailed distributions, and describes methods of computer simulation of financial data. Chapter 4 covers basic methods of statistical inference, especially the use of linear models in analysis, and Chapter 5 describes methods of time series with special emphasis on models and methods applicable to analysis of financial data. Features * Covers statistical methods for analyzing models appropriate for financial data, especially models with outliers or heavy-tailed distributions. * Describes both the basics of R and advanced techniques useful in financial data analysis. * Driven by real, current financial data, not just stale data deposited on some static website. * Includes a large number of exercises, many requiring the use of open-source software to acquire real financial data from the internet and to analyze it. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
R (Computer program language) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Texts in statistical science. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
| Classification part |
332.0151955 |
| Call number prefix |
CIR |
| Call number suffix |
2020 |
| Suppress in OPAC |
No |
