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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:
Table of Contents:
  • Financial time series and their characteristics
  • Linear time series
  • Volatility models
  • Nonlinear models and their applications.