Analysis of Financial Time Series/ Ruey S.Tsay
By: Tsay, Ruey S.
Material type: BookSeries: Wiley series in probability and statistics.Publisher: Cambridge, Mass: Wiley, 2010Edition: 3rd ed.Description: xxiii, 677p. : ill. ; 25 cm.ISBN: 9780470414354 (cloth).Subject(s): Time-series analysis | Econometrics | Risk managementDDC classification: 332.01/51955
Contents:
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
Item type | Current location | Home library | Call number | Copy number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|---|
GENERAL COLLECTION FOR LOAN | MULTIMEDIA UNIVERSITY LIBRARY | MULTIMEDIA UNIVERSITY LIBRARY | HA30.3 .T76 2010 (Browse shelf) | c1 | Available | 117B00928 | ||
GENERAL COLLECTION FOR LOAN | MULTIMEDIA UNIVERSITY LIBRARY | MULTIMEDIA UNIVERSITY LIBRARY | HA30.3 .T76 2010 (Browse shelf) | c2 | Available | 117B00929 | ||
GENERAL COLLECTION FOR LOAN | MULTIMEDIA UNIVERSITY LIBRARY | MULTIMEDIA UNIVERSITY LIBRARY | HA30.3 .T76 2010 (Browse shelf) | c3 | Available | 117B00930 |
Total holds: 0
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HA29 .T634 2018 Fundamental statistics for the social and behavioral sciences/ | HA29.W513 1991 Wheldon's Business Statistics and Statistical Method | HA30.3 .T76 2010 Analysis of Financial Time Series/ | HA30.3 .T76 2010 Analysis of Financial Time Series/ | HA30.3 .T76 2010 Analysis of Financial Time Series/ | HA31.2 .R43 2014 C.1 Designing and conducting survey research: | HA31.2 .R43 2014 C.2 Designing and conducting survey research: |
Includes bibliographical references and index.
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
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