Time series : applications to finance with R and S-Plus

Author(s)

• Chan, Ngai Hang

Bibliographic Information

Time series : applications to finance with R and S-Plus

Ngai Hang Chan

（Wiley series in probability and mathematical statistics）

Wiley, c2010

2nd ed

• : hardback

Note

Bibliography: p. 283-289

Includes indexes

Details

• NCID: BB03817980
• ISBN:
  • 9780470583623
• LCCN: 2010016632
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken, N.J.
• Pages/Volumes: xxiii, 296 p.
• Size: 25 cm
• Classification:
  • LCC : HA30.3
  • DC22 : 332.01/51955
• Subject Headings:
  • LCSH : Time-series analysis
  • LCSH : Econometrics
  • LCSH : Risk management
• Parent Bibliography ID:
  • BA00019013