Analysis of financial time series /
Tsay, Ruey S
Analysis of financial time series / by Ruey S Tsay - 3rd ed. - Cambridge, Mass. : Wiley, 2010. - 677p. : ill. ; - 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)
Time-series analysis.
Econometrics.
Risk management.
332.4 / TSA/A
Analysis of financial time series / by Ruey S Tsay - 3rd ed. - Cambridge, Mass. : Wiley, 2010. - 677p. : ill. ; - 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)
Time-series analysis.
Econometrics.
Risk management.
332.4 / TSA/A