Analysis of financial time series
By: Ruey S. Tsay.
Edition: 3rd ed.
Series: Wiley series in probability and statistics
Publisher: Wiley
Published: 2010
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 720
ISBN-13: 9780470414354
Subjects: Time-series analysis; Econometrics; Risk management
Notes: Includes bibliographical references and index.
Table of contents: title: Financial time series and their characteristics; title: Linear time series; title: Volatility models; title: Nonlinear models and their applications.