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Analysis of financial time series /

Bibliografski detalji
Glavni autor: Tsay, Ruey S.
Format: Printed Book
Izdano: New Delhi : Wiley India, c2010.
Izdanje:3rd ed.;
Serija:Wiley series in probability and statistics
Teme:
Sadržaj:
  • Financial time series and their characteristics
  • Linear time series
  • Volatility models
  • Nonlinear models and their applications.