Analysis of financial time series
Tsay, Ruey S.
Analysis of financial time series - 3rd. - New Jersey : John Wiley & Sons, 2010 - xxiii, 677 p. ; tab. ;
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
9780470414354
Mathematical statistics
Time-series analysis
Econometric models
332.0151955 / TSA
Analysis of financial time series - 3rd. - New Jersey : John Wiley & Sons, 2010 - xxiii, 677 p. ; tab. ;
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
9780470414354
Mathematical statistics
Time-series analysis
Econometric models
332.0151955 / TSA