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Analysis of financial time series /

Bibliographic Details
Main Author: Tsay, Ruey S.
Format: Printed Book
Published: New Delhi : Wiley India, c2010.
Edition:3rd ed.;
Series:Wiley series in probability and statistics
Subjects:
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020 |a 978-81-265-4893-4 
082 0 0 |a 332.0151955  |b TSA-A 
100 1 |a Tsay, Ruey S. 
245 1 0 |a Analysis of financial time series / 
250 |a 3rd ed.; 
260 |a New Delhi :  |b Wiley India,  |c c2010. 
300 |a xxiii, 677 p. :  |b ill. ; 
490 0 |a Wiley series in probability and statistics 
505 0 |a Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications. 
650 0 |a Time-series analysis. 
650 0 |a Econometrics. 
650 0 |a Risk management. 
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999 |c 51469  |d 51469 
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