"Desde la publicación de su primer libro, El análisis de series de tiempo financieras, Ruey Tsay se ha convertido en uno de los expertos más influyentes y destacados en el tema de la serie de tiempo. A diferencia del enfoque tradicional y muchas veces complejo para multivariado …
"This book provides a general framework for specifying, estimating, and testing time series econometric models"-- "Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays…
This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or re…
This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non- )robustness, i.e., the fact that the presence of heavy tails can either reinforce or r…
