Analysis of financial time series /

Tsay, Ruey S.

Analysis of financial time series / By Ruey S Tsay. - 3rd ed. - New Delhi : Wiley India Pvt Ltd , 2015. - xxiii,677p. ; PB 23.7 cm

9788126548934


Conditional heteroscedastic models
Nonlinear models and their applications
Principles component analysis and factor models

519.55 / TSAR