Analysis of financial time series
Material type:
- 9780470414354
- 332.0151955 TSA
Reviews from LibraryThing.com:
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
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Mahindra University VNLRC General Stacks | Management | 332.0151955 TSA (Browse shelf(Opens below)) | Not for loan | 14826 |
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.
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