Analysis of financial time series
Başlık:
Analysis of financial time series
Yazar:
Tsay, Ruey S.
ISBN:
9780470414354
Yazar:
Edisyon:
3rd ed.
Yayın Bilgisi:
Cambridge, Mass. : Wiley, 2010.
Fiziksel Niteleme:
704 p. : ill. ; 25 cm.
Seri:
Wiley series in probability and statistics.
İçindekiler:
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.