Analysis of financial time series
Auteur :
Tsay, Ruey S.
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470414354
Date de publication :
10 sept. 2010
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
1094 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications 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.