Tsay, Ruey S.,
Analysis of Financial Time Series/ Ruey S.Tsay - 3rd ed. - Cambridge, Mass: Wiley, 2010. - xxiii, 677p. : ill. ; 25 cm. - Wiley series in probability and statistics .
Includes bibliographical references and index.
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
9780470414354 (cloth)
2010005151
Time-series analysis.
Econometrics.
Risk management.
HA30.3 / .T76 2010
332.01/51955
Analysis of Financial Time Series/ Ruey S.Tsay - 3rd ed. - Cambridge, Mass: Wiley, 2010. - xxiii, 677p. : ill. ; 25 cm. - Wiley series in probability and statistics .
Includes bibliographical references and index.
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
9780470414354 (cloth)
2010005151
Time-series analysis.
Econometrics.
Risk management.
HA30.3 / .T76 2010
332.01/51955