Analysis of financial time series / Ruey S. Tsay.

By: Material type: TextTextSeries: Wiley series in probability and statisticsPublication details: Cambridge, Mass. : Wiley, 2010.Edition: 3rd edDescription: xxiii, 677 p. : ill. ; 25 cmISBN:
  • 9780470414354 (cloth)
Subject(s): DDC classification:
  • 332.01/51955 22
LOC classification:
  • HA30.3 T76 2010 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76 HA30.3 .T76
Contents:
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
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Item type Current library Call number Copy number Status Barcode
Report Report Athi-River Campus Africana & Special Collection SPC HA30.3.T76 2010 (Browse shelf(Opens below)) c Available BK88826
General Collection item General Collection item Athi-River Campus Open Shelves HA30.3.T76 2010 (Browse shelf(Opens below)) c Available BK88824
Report Report Athi-River Campus Africana & Special Collection SPC HA30.3.T76 2010 (Browse shelf(Opens below)) c Available BK88821
General Collection item General Collection item Athi-River Campus Open Shelves HA30.3.T76 2010 (Browse shelf(Opens below)) Available BK91081
General Collection item General Collection item Athi-River Campus Open Shelves HA30.3.T76 2010 (Browse shelf(Opens below)) Available BK91083
General Collection item General Collection item Athi-River Campus Open Shelves HA30.3.T76 2010 (Browse shelf(Opens below)) Available BK91084
Report Report Nairobi Campus Africana & Special Collection SPC HA30.3.T76 2010 (Browse shelf(Opens below)) c Available BK88823
General Collection item General Collection item Nairobi Campus Open Shelves HA30.3.T76 2010 (Browse shelf(Opens below)) c Available BK88822
Report Report Nairobi Campus Africana & Special Collection SPC HA30.3.T76 2010 (Browse shelf(Opens below)) c Available BK88825
General Collection item General Collection item Nairobi Campus Open Shelves HA30.3.T76 2010 (Browse shelf(Opens below)) Available BK91085
General Collection item General Collection item Nairobi Campus Open Shelves HA30.3.T76 2010 (Browse shelf(Opens below)) Available BK91082
General Collection item General Collection item Nairobi Campus Open Shelves HA30.3.T76 2010 (Browse shelf(Opens below)) Available BK91086

Includes bibliographical references and index.

Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.

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