Analysis of financial time series /

Saved in:
Bibliographic Details
Main Author: Tsay, Ruey S., 1951-
Format: Book
Language:English
Published: Cambridge, Mass. : Wiley, 2010.
Edition:3rd ed.
Series:Wiley series in probability and statistics
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • Financial time series and their characteristics
  • Linear time series
  • Volatility models
  • Nonlinear models and their applications.