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ISBN: 0471415448 / ISBN-13: 9780471415442

Analysis of Financial Time Series

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Fundamental topics and new methods in time series analysis "Analysis of Financial Time Series" provides a comprehensive and systematic introduction ... Show synopsis

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  • Analysis of Financial Time Series (Wiley-Interscience) – Hardcover (2001)
    by Ruey S Tsay

    Analysis of Financial Time Series

    Hardcover, Wiley-Interscience
    2001
    English
    472 pages

    ISBN: 0471415448
    ISBN-13: 9780471415442

    Fundamental topics and new methods in time series analysis Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real--world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: analysis and application of univariate ... Show more

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