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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SPC HA1977.K4 [2008] Statistical abstract 2008. SPC HA1977.K4A22 2010 Statistical abstract : SPC HA30.3.T76 2010 Analysis of financial time series / SPC HA30.3.T76 2010 Analysis of financial time series / SPC HA4693.A4 2010 The 2009 Kenya population and housing census : SPC HA4693.A4 2010 The 2009 Kenya population and housing census : SPC HA4693.A4 2010 The 2009 Kenya population and housing census :

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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