| 000 | 00980cam a2200277 a 4500 | ||
|---|---|---|---|
| 001 | b10395830 | ||
| 003 | CY-PaNEU | ||
| 005 | 20200628125541.0 | ||
| 008 | 100205s2010 maua b 001 0 eng | ||
| 020 |
_a9780470414354 _qcloth |
||
| 040 | _aCY-PaNEU | ||
| 050 | 0 | 0 |
_aHA30.3 _b.T76 2010 |
| 100 | 1 |
_aTsay, Ruey S., _d1951- _9606 |
|
| 245 | 1 | 0 |
_aAnalysis of financial time series / _cRuey S. Tsay. |
| 250 | _a3rd ed. | ||
| 260 |
_aCambridge, Mass. : _bWiley, _cc2010. |
||
| 300 |
_axxiii, 677 p. : _bill. ; _c25 cm. |
||
| 490 | 1 | _aWiley series in probability and statistics. | |
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aFinancial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications. | |
| 650 | 0 |
_aEconometrics. _9177 |
|
| 650 | 0 |
_aRisk management. _9341 |
|
| 650 | 0 |
_aTime-series analysis. _9388 |
|
| 830 | 0 |
_aWiley series in probability and statistics. _92147 |
|
| 942 | _cBK | ||
| 999 |
_c156 _d156 |
||