Analysis of Financial Time Series

Analysis of Financial Time Series
Analysis of Financial Time Series
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Analysis of Financial Time Series
R. S. Tsay
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Analysis of Financial Time Series

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Description

This book 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.

Product Information
ISBN13 (SKU)
9780470414354
Title
Analysis of Financial Time Series
Author
R. S. Tsay
Edition
3rd
Publisher
John Wiley
Publication Date
2010
Country of Publication
United States
Format Type
Physical
Number of Pages
720
Institutions
University of Johannesburg
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