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