Press – Analysis of Financial Time Series

Libro adottato a Udine, a.a. 2026/2027 · 1 canale

«Press – Analysis of Financial Time Series» è adottato per Analisi delle Serie Storiche dal prof. Simone Giannerini (Matematica – sede di Udine, Sede di UDINE – Udine).

Come lo indica il docente: Cambridge University Press, 2024. https://www.cambridge.org/highereducation/books/time-series-for-economics-and-finance/149D2AF6A765ACE8DB51D5AEDD0C4AAD#overview - Ruey S. Tsay, Analysis of Financial Time Series, 3rd edition, Wiley, 2010 https://www.wiley.com/en-it/Analysis+of+Financial+Time+Series%2C+3rd+Edition-p-9780470414354 - Jonathan D. Cryer , Kung-Sik Chan , Time Series Analysis With Applications in R, 2nd ed., Springer, 2008. https://link.springer.com/book/10.1007/978-0-387-75959-3 - Robert H. Shumway , David S. Stoffer Time Series Analysis and Its Applications, With R Examples, 5th ed. Springer, 2025. https://link.springer.com/book/10.1007/978-3-031-70584-7 - Peter J. Brockwell • Richard A. Davis, Introduction to Time Series and Forecasting, 3rd Edition, Springer, 2016. https://link.springer.com/book/10.1007/978-3-319-29854-2 ## R and knitr - P. Dalgaard, Introductory Statistics with R, 2008, Springer, ISBN 978-0-387-79053-4. https://www.springer.com/it/book/9780387790534 - Y. Xie, Dynamic Documents with R and knitr, 2nd Ed., 2015, Chapman & Hall/CRC. https://yihui.name/knitr/ https://www.crcpress.com/Dynamic-Documents-with-R-and-knitr-Second-Edition/Xie/p/book/9781498716963 - Y. Xie, R Markdown: The Definitive Guide: Authoring Books and Technical Documents with R Markdown . https://bookdown.org/yihui/rmarkdown/

ISBN

9780387790534

Chi lo adotta

• Analisi delle Serie Storiche – Prof. Simone Giannerini (canale unico)Matematica – sede di Udine, Sede di UDINE · Laurea magistrale (LM-40) · esame facoltativo · 6 CFU

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