Library of American University of Madaba

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Tsay, Ruey S., 1951-

Analysis of financial time series / Ruey S. Tsay. - 3rd ed. - Cambridge, Mass. : Wiley, 2010. - xxiii, 677 p. : ill. ; 25 cm. - Wiley series in probability and statistics .

Includes bibliographical references and index.

Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.

ISBN: 9780470414354 (cloth)

Subjects--Topical Terms:
Time-series analysis.
Econometrics.
Risk management

LC Class. No.: HA30.3

Dewey Class. No.: 332.0151955 / T877