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Analysis of financial time series /

Bibliografische gegevens
Hoofdauteur: Tsay, Ruey S.
Formaat: Printed Book
Gepubliceerd in: New Delhi : Wiley India, c2010.
Editie:3rd ed.;
Reeks:Wiley series in probability and statistics
Onderwerpen:
Inhoudsopgave:
  • Financial time series and their characteristics
  • Linear time series
  • Volatility models
  • Nonlinear models and their applications.