Analysis of financial time series

dc.contributor.author	Tsay, Ruey S.
dc.date.issued	2010
dc.identifier.isbn	978-0-470-41435-4
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/8999
dc.description.abstract	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.
dc.format	xxiii, 677 p. : ill.
dc.language.iso	en
dc.publisher	John Wiley & Sons, Inc.
dc.subject	Econometrics
dc.subject	Risk management
dc.subject	Time-series analysis
dc.title	Analysis of financial time series
dc.type	Book
dc.description.version	3rd edition