Analysis of financial time series
By: Tsay, Ruey S.Material type: BookSeries: Wiley series in probability and statistics.Publisher: New Delhi Wiley 2010Edition: 3rd.Description: xxiii,677p. ill. 25 cm.ISBN: 9788126548934.Subject(s): Time-series analysis | Econometrics | Risk managementDDC classification: 332.0151955
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|Books||O. P. Jindal Global University Library||332.0151955 TS-A (Browse shelf)||Checked out||11/04/2020||132118|
Includes bibliographical references and index.
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.