Analysis of financial time series

Tsay, Ruey S. 1951

Analysis of financial time series Ruey S. Tsay. - 3rd ed. - Cambridge, Mass. Wiley c2010. - xxiii, 677 p. ill. 25 cm. - Wiley series in probability and statistics .

Includes bibliographical references and index.

9780470414354 (cloth


Time-series analysis.
Econometrics.
Risk management.

332.015 195 5 / T782A