Tsay, Ruey S.,  1951- <br/><br/>
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. .
<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 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics.<br/>Risk management.<br/>Time-series analysis.
<br/><br/><label>LC Class. No.: </label>HA30.3  / .T76 2010