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
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