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[ author_sort:"tsay, ruey s., (1951-)" ]
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Analysis of financial time series /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Analysis of financial time series /Ruey S. Tsay.
作者:
Tsay, Ruey S.,
出版者:
Cambridge, Mass. :Wiley,c2010.
面頁冊數:
xxiii, 677 p. :ill. ;25 cm.
標題:
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 /
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