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Analysis of financial time series /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Analysis of financial time series /Ruey S. Tsay.
Author:	Tsay, Ruey S.,
Published:	Cambridge, Mass. :Wiley,c2010.
Description:	xxiii, 677 p. :ill. ;25 cm.
Subject:	Econometrics.
ISBN:	9780470414354 :

Analysis of financial time series /
Tsay, Ruey S.,1951-

Analysis of financial time series /Ruey S. Tsay. - 3rd ed. - Cambridge, Mass. :Wiley,c2010. - xxiii, 677 p. :ill. ;25 cm. - Wiley series in probability and statistics.

Includes bibliographical references and index.

Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.

ISBN: 9780470414354 :NT$3430

LCCN: 2010005151Subjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HA30.3 / T76 2010

Dewey Class. No.: 332.01/51955

Analysis of financial time series /
LDR:00752cam a2200205 a 450 001 296334
005 20110618122853.0
008 110909s2010 maua b 001 0 eng
010 $a 2010005151
020 $a 9780470414354 : $c NT$3430
035 $a 16086394
040 $a DLC $c DLC $d DLC
050 0 0 $a HA30.3 $b T76 2010
082 0 0 $a 332.01/51955 $2 22
100 1 $a Tsay, Ruey S., $d 1951- $3 208529
245 1 0 $a Analysis of financial time series / $c Ruey S. Tsay.
250 $a 3rd ed.
260 $a Cambridge, Mass. : $b Wiley, $c c2010.
300 $a xxiii, 677 p. : $b ill. ; $c 25 cm.
490 0 $a Wiley series in probability and statistics
504 $a Includes bibliographical references and index.
505 0 $a Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
650 0 $a Econometrics. $3 182271
650 0 $a Risk management. $3 174339
650 0 $a Time-series analysis. $3 181890

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2 records • Pages 1 •
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Inventory Number

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320000591943

西方語文圖書區(四樓)

1圖書

一般圖書

HA30.3 T877 2010

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320000707325

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計畫用書三年

一般圖書

HA30.3 T877 2010 c.2

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[NT 15000113]

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2 records • Pages 1 •
1

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