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Analysis of financial time series /
| Autor principal: | |
|---|---|
| Formato: | Printed Book |
| Publicado: |
New Delhi :
Wiley India,
c2010.
|
| Edición: | 3rd ed.; |
| Colección: | Wiley series in probability and statistics
|
| Materias: |
Tabla de Contenidos:
- Financial time series and their characteristics
- Linear time series
- Volatility models
- Nonlinear models and their applications.