TY  - BOOK
AU  - Tsay,Ruey S
TI  - Analysis of financial time series
T2  - Wiley series in probability and statistics
SN  - 9780470414354 (cloth)
U1  - 332.4 
PY  - 2010///
CY  - Cambridge, Mass.
PB  - Wiley
KW  - Time-series analysis
KW  - Econometrics
KW  - Risk management
N1  - Includes bibliographical references and index; Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications
ER  -