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Analysis of Financial Time Series/ Ruey S.Tsay

By: Tsay, Ruey S.
Material type: materialTypeLabelBookSeries: 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.
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Item type Current location Home library Call number Copy number Status Date due Barcode Item holds
GENERAL COLLECTION FOR LOAN GENERAL COLLECTION FOR LOAN MULTIMEDIA UNIVERSITY LIBRARY
MULTIMEDIA UNIVERSITY LIBRARY
HA30.3 .T76 2010 (Browse shelf) c1 Available 117B00928
GENERAL COLLECTION FOR LOAN GENERAL COLLECTION FOR LOAN MULTIMEDIA UNIVERSITY LIBRARY
MULTIMEDIA UNIVERSITY LIBRARY
HA30.3 .T76 2010 (Browse shelf) c2 Available 117B00929
GENERAL COLLECTION FOR LOAN GENERAL COLLECTION FOR LOAN MULTIMEDIA UNIVERSITY LIBRARY
MULTIMEDIA UNIVERSITY LIBRARY
HA30.3 .T76 2010 (Browse shelf) c3 Available 117B00930
Total holds: 0

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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