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...

Full description

Saved in:
Bibliographic Details
Main Author: Tsay, Ruey S., 1951-
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : Wiley, ©2010.
Edition:3rd ed.
Series:Wiley series in probability and statistics.
Subjects:
Online Access:CONNECT