TY  - BOOK
AU  - Tsay, Ruey S.
TI  - Analysis of financial time series
SN  - 9780470414354
U1  - 332.0151955 
PY  - 2010///
CY  - New Jersey
PB  - John Wiley & Sons
KW  - Mathematical statistics
KW  - Time-series analysis
KW  - Econometric models
N1  - 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
ER  -