l**s
发帖数: 50 | | A*****s
发帖数: 13748 | 2 Ricken?!
【在 l**s 的大作中提到】
: 谢谢
| n****e
发帖数: 2401 | | A*****s
发帖数: 13748 | 4 是不是伪科学暂无法判断
但是见过教的TS都很二，一个比一个二
【在 n****e 的大作中提到】
: 时间序列纯粹就是一门伪科学。
| K*****Y
发帖数: 629 | | A********a
发帖数: 133 | 6 Nothing beats Hamilton's Time Series Analysis, it is a bit old and thick,
but will give u thorough grasp of all topics,
http://www.amazon.com/Time-Analysis-James-Douglas-Hamilton/dp/0
For application, see Alexander's Market Risk Analysis, Quantitative Methods
in Finance
for new stuffs, see Handbook of Financial Econometrics Vol 1 and 2 SET:
Handbook of Financial Econometrics, Vol 1, Volume 1: Tools and Techniques (
Handbooks in Finance) by Yacine Ait-Sahalia and Lars Hansen (Sep 29, 2009) | s*******0
发帖数: 3461 | 7 quantitative risk management | K*****Y
发帖数: 629 | 8 Only one chapter of that book is devoted to TS.
【在 s*******0 的大作中提到】
: quantitative risk management
| l*********s
发帖数: 5409 | 9 second this
Methods
【在 A********a 的大作中提到】
: Nothing beats Hamilton's Time Series Analysis, it is a bit old and thick,
: but will give u thorough grasp of all topics,
: http://www.amazon.com/Time-Analysis-James-Douglas-Hamilton/dp/0
: For application, see Alexander's Market Risk Analysis, Quantitative Methods
: in Finance
: for new stuffs, see Handbook of Financial Econometrics Vol 1 and 2 SET:
: Handbook of Financial Econometrics, Vol 1, Volume 1: Tools and Techniques (
: Handbooks in Finance) by Yacine Ait-Sahalia and Lars Hansen (Sep 29, 2009)
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