Analysis of financial time series /
Tsay, Ruey S.
Analysis of financial time series / Ruey S Tsay - 3rd ed. - New Delhi : Wiley, c2010. - xxi,677p. ; 23cm. - Wiley series in probability and statistics .
Financial time series and their characteristics --
Linear time series --
Volatility models --
Nonlinear models and their applications.
9788126548934
Time series analysis
Econometrics
Risk management
332.0151955 / TSA/A
Analysis of financial time series / Ruey S Tsay - 3rd ed. - New Delhi : Wiley, c2010. - xxi,677p. ; 23cm. - Wiley series in probability and statistics .
Financial time series and their characteristics --
Linear time series --
Volatility models --
Nonlinear models and their applications.
9788126548934
Time series analysis
Econometrics
Risk management
332.0151955 / TSA/A