Multivariate time series analysis : with R and financial applications / Ruey S. Tsay, Booth School of Business, University of Chicago, Chicago, IL.

[This] "is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, [the book] supplies readers with a comprehensible approach to financial econometric models and their applica...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Tsay, Ruey S., 1951-
Format:	eBook
Language:	English
Published:	Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]
Series:	Wiley series in probability and statistics.
Subjects:	Time-series analysis. R (Computer program language) Econometric models.