Analysis of financial time series /
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Main Author: | |
---|---|
Format: | Book |
Language: | English |
Published: |
Cambridge, Mass. :
Wiley,
2010.
|
Edition: | 3rd ed. |
Series: | Wiley series in probability and statistics
|
Subjects: | |
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MARC
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100 | 1 | |a Tsay, Ruey S., |d 1951-. | |
245 | 1 | 0 | |a Analysis of financial time series / |c Ruey S. Tsay. |
250 | |a 3rd ed. | ||
260 | |a Cambridge, Mass. : |b Wiley, |c 2010. | ||
300 | |a xxiii, 677 p. : |b ill. ; |c 25 cm. | ||
490 | 0 | |a Wiley series in probability and statistics | |
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |a Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications. | |
650 | 0 | |a Econometrics. | |
650 | 0 | |a Risk management. | |
650 | 0 | |a Time-series analysis. | |
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