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Analysis of financial time series /
| Auteur principal: | |
|---|---|
| Format: | Printed Book |
| Publié: |
New Delhi :
Wiley India,
c2010.
|
| Édition: | 3rd ed.; |
| Collection: | Wiley series in probability and statistics
|
| Sujets: |
Table des matières:
- Financial time series and their characteristics
- Linear time series
- Volatility models
- Nonlinear models and their applications.