Analysis of financial time series /

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 describ...

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Bibliographic Details

Main Author:	Tsay, Ruey S., 1951-
Format:	eBook
Language:	English
Published:	Hoboken, N.J. : Wiley, [2010]
Edition:	3rd ed.
Series:	Wiley Online Library. Wiley series in probability and statistics.
Subjects:	Econometrics. Risk management. Time-series analysis. BUSINESS & ECONOMICS > Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book