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Analysis of financial time series /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Analysis of financial time series // Ruey S. Tsay.
Author:	Tsay, Ruey S.,
Published:	Cambridge, Mass. :Wiley, : c2010.,
Description:	xxiii, 677 p. :ill. ; : 25 cm.;
Subject:	Time-series analysis. -
ISBN:	9780470414354 (cloth) :

Analysis of financial time series /
Tsay, Ruey S.,1951-

Analysis of financial time series /Ruey S. Tsay. - 3rd ed. - Cambridge, Mass. :Wiley,c2010. - xxiii, 677 p. :ill. ;25 cm. - Wiley series in probability and statistics.

Includes bibliographical references and index.

Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.

ISBN: 9780470414354 (cloth) :NT1600

LCCN: 2010005151Subjects--Topical Terms:

528412
Time-series analysis.

LC Class. No.: HA30.3 / T76 2010

Dewey Class. No.: 332.01/51955

Analysis of financial time series /
LDR:00785cam a2200217 a 4500 001 709903
005 20120821164144.0
008 120907s2010 maua b 001 0 eng
010 $a 2010005151
020 $a 9780470414354 (cloth) : $c NT1600
035 $a 2010005151
040 $a DLC $c DLC $d DLC
041 0 $a eng
050 0 0 $a HA30.3 $b T76 2010
082 0 0 $a 332.01/51955 $2 22
100 1 $a Tsay, Ruey S., $d 1951- $3 839457
245 1 0 $a Analysis of financial time series / $c Ruey S. Tsay.
250 $a 3rd ed.
260 $a Cambridge, Mass. : $c c2010. $b Wiley,
300 $a xxiii, 677 p. : $b ill. ; $c 25 cm.
490 0 $a Wiley series in probability and statistics
504 $a Includes bibliographical references and index.
505 0 $a Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
650 0 $a Time-series analysis. $3 528412
650 0 $a Econometrics. $3 556981
650 0 $a Risk management. $3 559158

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332.0151955 T877 2010

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