Analysis of financial time series /
Tsay, Ruey S.,
Analysis of financial time series / - 2nd ed. - Hoboken, N.J. : Wiley, 2005. - xxi, 605 p. : - Wiley series in probability and statistics .
"Wiley-Interscience."
Includes bibliographical references and index.
Provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical financial data and focuses on real-world examples.
9780471690740 (cloth) 0471690740 (cloth)
Time-series analysis.
Econometrics.
Risk management.
HA30.3 / T76 2005
332.01'51955 / TSA
Analysis of financial time series / - 2nd ed. - Hoboken, N.J. : Wiley, 2005. - xxi, 605 p. : - Wiley series in probability and statistics .
"Wiley-Interscience."
Includes bibliographical references and index.
Provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical financial data and focuses on real-world examples.
9780471690740 (cloth) 0471690740 (cloth)
Time-series analysis.
Econometrics.
Risk management.
HA30.3 / T76 2005
332.01'51955 / TSA