Analysis of financial time series / | Ruey S. Tsay.
Tsay, Ruey S., 1951-
Analysis of financial time series / Ruey S. Tsay. - 3rd ed. - Cambridge, Mass. : Wiley, c2010. - xxiii, 677 p. : ill. ; 25 cm. - Wiley series in probability and statistics. . - 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
Econometrics.
Risk management.
Time-series analysis.
HA30.3 / .T76 2010
Analysis of financial time series / Ruey S. Tsay. - 3rd ed. - Cambridge, Mass. : Wiley, c2010. - xxiii, 677 p. : ill. ; 25 cm. - Wiley series in probability and statistics. . - 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
Econometrics.
Risk management.
Time-series analysis.
HA30.3 / .T76 2010