CRAI - Universidad del Rosario Koha

Vista normal Vista MARC Vista ISBD

Tsay, Ruey S. 1951-

Analysis of financial time series Ruey S. Tsay - 3rd ed - Cambridge (Inglaterra) Wiley 2010 - xxiii, 677 páginas ilustraciones, cuadros, gráficas - Wiley Series in Probability and Statistics .

Incluye referencias bibliográficas e índices

Financial time series and their characteristics. -- Linear time series. -- Volatility models. -- Nonlinear models and their applications.

ISBN: 0471415448 (1a. Ed) 471690740 (2a. Ed) 9780470414354 (3a. Ed)

Subjects--Topical Terms:
Análisis de series cronológicas
Econometría
Finanzas--Modelos econométricos

Dewey Class. No.: 332.015195