Analysis of financial time series

Author Statement

Ruey S. Tsay.

Publication

Wiley

Publication Year

c2002

Collation

xii, 448 p. ill. 25 cm

Series

Wiley series in probability and statistics

Notes

"A Wiley-Interscience publication." , Includes bibliographical references and index

Subject

Time-series analysis. , Econometrics. , Risk management.

Main class

332.

Sub class

015195

Cutter no

877a

Date

2002

ISBN

0-471-41544-8

Link To Document