Analysis of financial time series

Author(s)

• Tsay, Ruey S.

Bibliographic Information

Analysis of financial time series

Ruey S. Tsay

（Wiley series in probability and mathematical statistics）

Wiley, c2010

3rd ed

Note

Includes bibliographical references and index

Details

• NCID: BB03034746
• ISBN:
  • 9780470414354
• LCCN: 2010005151
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken, N.J.
• Pages/Volumes: xxiii, 677 p.
• Size: 25 cm
• Classification:
  • LCC : HA30.3
  • DC22 : 332.01/51955
• Subject Headings:
  • LCSH : Time-series analysis
  • LCSH : Econometrics
  • LCSH : Risk management
  • LCSH : Business mathematics
  • LCSH : Finance -- Mathematical models
  • LCSH : Finance -- Statistics
• Parent Bibliography ID:
  • BA00019013