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Analysis of financial time series /

Detalhes bibliográficos
Autor principal: Tsay, Ruey S.
Formato: Printed Book
Publicado em: New Delhi : Wiley India, c2010.
Edição:3rd ed.;
Colecção:Wiley series in probability and statistics
Assuntos:
Sumário:
  • Financial time series and their characteristics
  • Linear time series
  • Volatility models
  • Nonlinear models and their applications.