{"title":"Ngai Hang Chan","description":"\u003cp\u003eWelcome to our collection featuring the works of \u003cem\u003eNgai Hang Chan\u003c\/em\u003e, a distinguished figure in the world of finance and investment literature. With a deep-rooted expertise in time series analysis, Ngai Hang Chan offers invaluable insights for both budding economists and seasoned financial analysts.\u003c\/p\u003e\n\n\u003cp\u003eChan's collection, highlighted by the critically acclaimed \u003cem\u003eTime Series\u003c\/em\u003e books, serves as a cornerstone for understanding complex financial datasets through statistical methods. These publications are particularly beneficial for those looking to enhance their analytical skills in predicting market trends and making data-driven investment decisions.\u003c\/p\u003e\n\n\u003cp\u003eNgai Hang Chan's approachable writing style ensures that complex concepts are broken down into comprehensible elements, making his books an excellent resource for both academic learning and practical application. Dive into his works to explore sophisticated techniques that can transform your understanding of financial markets and investment strategies.\u003c\/p\u003e","products":[{"product_id":"time-series-by-ngai-hang-chan-9780470583623","title":"Time Series","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003eA new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus\u003csup\u003e®\u003c\/sup\u003e and R software.\u003c\/p\u003e\n\n\u003cp\u003e\u003cem\u003eTime Series: Applications to Finance with R and S-Plus\u003csup\u003e®\u003c\/sup\u003e\u003c\/em\u003e, Second Edition is designed to present an in-depth introduction to the conceptual underpinnings and modern ideas of time series analysis. Utilising interesting, real-world applications and the latest software packages, this book successfully helps readers grasp the technical and conceptual manner of the topic in order to gain a deeper understanding of the ever-changing dynamics of the financial world.\u003c\/p\u003e\n\n\u003cp\u003eWith balanced coverage of both theory and applications, this Second Edition includes new content to accurately reflect the current state-of-the-art nature of financial time series analysis. A new chapter on Markov Chain Monte Carlo presents Bayesian methods for time series with coverage of the Metropolis-Hastings algorithm, Gibbs sampling, and a case study that explores the relevance of these techniques for understanding activity in the Dow Jones Industrial Average. The author also supplies a new presentation of statistical arbitrage that includes a discussion of pairs trading and cointegration. In addition to standard topics such as forecasting and spectral analysis, real-world financial examples are used to illustrate recent developments in nonstandard techniques, including:\u003c\/p\u003e\n\n\u003cul\u003e\n    \u003cli\u003eNonstationarity\u003c\/li\u003e\n    \u003cli\u003eHeteroscedasticity\u003c\/li\u003e\n    \u003cli\u003eMultivariate time series\u003c\/li\u003e\n    \u003cli\u003eState space modelling and stochastic volatility\u003c\/li\u003e\n    \u003cli\u003eMultivariate GARCH\u003c\/li\u003e\n    \u003cli\u003eCointegration and common trends\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003eThe book's succinct and focused organisation allows readers to grasp the important ideas of time series. All examples are systematically illustrated with S-Plus\u003csup\u003e®\u003c\/sup\u003e and R software, highlighting the relevance of time series in financial applications. End-of-chapter exercises and selected solutions allow readers to test their comprehension of the presented material, and a related website features additional data sets.\u003c\/p\u003e\n\n\u003cp\u003e\u003cem\u003eTime Series: Applications to Finance with R and S-Plus\u003csup\u003e®\u003c\/sup\u003e\u003c\/em\u003e is an excellent book for courses on financial time series at the upper-undergraduate and beginning graduate levels. It also serves as an indispensable resource for practitioners working with financial data in the fields of statistics, economics, business, and risk management.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47000827920620,"sku":"9780470583623","price":295.99,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/14600783482355.jpg?v=1763308119"}],"url":"https:\/\/bookhero.live\/collections\/ngai-hang-chan.oembed","provider":"Book Hero","version":"1.0","type":"link"}