Tsay, Ruey S., 1951-

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

Includes bibliographical references and index.

9780470414354 (hbk.)


Time-series analysis.
Econometrics.
Risk management.

332.0151955 / TSA 2010