000			01349cam a22003374a 4500
008			050330s2005 njua b 001 0 eng
020			_a9780471690740 (cloth)
020			_a0471690740 (cloth)
040			_aDLC _cDLC
050	0	0	_aHA30.3 _bT76 2005
082	0	0	_a332.01'51955 _bTSA
100	1		_aTsay, Ruey S.,
245	1	0	_aAnalysis of financial time series /
250			_a2nd ed.
260			_aHoboken, N.J. : _bWiley, _c2005.
300			_axxi, 605 p. :
440			_aWiley series in probability and statistics
500			_a"Wiley-Interscience."
504			_aIncludes bibliographical references and index.
520			_aProvides 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.
590			_aoif 26/10/15
591			_aLoan
650		0	_aTime-series analysis.
650		0	_aEconometrics.
650		0	_aRisk management.
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy0624/2005047030-b.html
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy0624/2005047030-d.html
856	4	1	_uhttp://www.loc.gov/catdir/enhancements/fy0624/2005047030-t.html
942			_2ddc _cBOOK
949			_a332.01'51955 TSA
999			_c3844 _d3844