Analysis of financial time series

Restrictions on access to electronic version: access available to SOAS staff and students only, using SOAS id and password.
Connect to electronic book via dawsonera.
Level E A332.015195 /735934 Available
Level E A332.015195 /735934 Available
Level E A332.015195 /735934 Available
Level E A332.015195 /735934 Available
Full title: Analysis of financial time series [electronic resource] / Ruey S. Tsay.
Main author: Tsay, Ruey S., 1951-
Corporate Authors: dawsonera
Format: eBook           
Edition: 3rd ed.
Online access: Connect to electronic book via dawsonera.


Table of Contents:
  • Contents: Financial time series and their characteristics - Linear time series - Volatility models - Nonlinear models and their applications.