000			00765nam a22001817a 4500
999			_c12376 _d12376
020			_a9780470414354
082			_a332.0151955 _bTSA
100			_aTsay, Ruey S.
245			_aAnalysis of financial time series
250			_a3rd.
260			_bJohn Wiley & Sons, _c2010 _aNew Jersey :
300			_axxiii, 677 p. ; _btab. ;
500			_aThis 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.
650			_aMathematical statistics
650			_aTime-series analysis
650			_aEconometric models
942			_cBK