Normal view MARC view ISBD view

Analysis of financial time series / Ruey S. Tsay.

By: Tsay, Ruey S, 1951-.
Series: Wiley series in probability and statistics: Publisher: Cambridge, MA : John Wiley, 2010Edition: 3rd ed.Description: xxiii, 677 p. : ill. ; 25 cm.ISBN: 9780470414354 (hbk.).Subject(s): Time-series analysis | Econometrics | Risk managementDDC classification: 332.0151955

Includes bibliographical references and index.