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Analysis of financial time series /

Bibliografiska uppgifter
Huvudupphovsman: Tsay, Ruey S.
Materialtyp: Printed Book
Publicerad: New Delhi : Wiley India, c2010.
Upplaga:3rd ed.;
Serie:Wiley series in probability and statistics
Ämnen:
Innehållsförteckning:
  • Financial time series and their characteristics
  • Linear time series
  • Volatility models
  • Nonlinear models and their applications.