Analysis of financial time series

Tsay, Ruey S 1951-

Analysis of financial time series - 3rd - New Delhi Wiley 2010 - 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.

9788126548934

2010005151


Time-series analysis.
Econometrics.
Risk management.

HA30.3 / T76 2010

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