Analysis of financial time series [electronic resource] / Ruey S. Tsay.

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

Online Access:	Full Text (via Wiley)
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:	Time-series analysis. Econometrics. Risk management.