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Analysis of financial time series /

by Tsay, Ruey S.,
Series: Wiley series in probability and statistics Published by : Wiley, (Cambridge, Mass. :) Physical details: xxiii, 677 p. : ill. ; 25 cm. ISBN: 0470414359 Subject(s): Time-series analysis. | Econometrics. | Risk management Year: 2010
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.0151955 T877 (Browse Shelf) Available JBC/2012/6152

Includes bibliographical references and index.

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

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