Tsay, Ruey S <br/><br/>
Analysis of financial time series / 
by Ruey S Tsay 
 - 3rd ed. 
 - Cambridge, Mass. :  Wiley,  2010. 
 - 677p. :  ill. ; 
 - Wiley series in probability and statistics .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications. 
<br/><br/><label>ISBN: </label>9780470414354 (cloth) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Time-series analysis.<br/>Econometrics.<br/>Risk management.
<br/><br/><label>Dewey Class. No.: </label>332.4  / TSA/A