Analysis of financial time series / Ruey S. Tsay.
By: Tsay, Ruey S.
Material type:
TextSeries: Wiley series in probability and statistics.Publisher: New Delhi; Wiley India Pvt. Ltd. c2010Edition: 3rd ed.Description: xxiii, 677 p. : Rs. 779.00 ill. ; 25 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9788126548934 (pbk.) :; 0470414359 (hbk.) :.Subject(s): Time-series analysis | Econometrics | Risk management | Management and Business StudiesDDC classification: 332.0151955
Contents:
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| Book | Chennai Mathematical Institute General Stacks | 332.015 TSA (Browse shelf) | Available | 9690 | ||
| Book | Chennai Mathematical Institute General Stacks | 332.015 TSA (Browse shelf) | Available | 9691 |
Total holds: 0
Browsing Chennai Mathematical Institute Shelves , Shelving location: General Stacks Close shelf browser
|
|
|
|
|
|
|
||
| 332.015 SEN Computational Finance with R | 332.015 TSA Analysis of financial time series / | 332.015 TSA Analysis of financial time series / | 332.015 TSA Analysis of financial time series / | 332.015 TSA Analysis of financial time series / | 332.041 PIK Capital in the twenty-first century / | 332.402 ANT Mastering Bitcoin : programming the open blockchain / |
Formerly CIP. Uk
Includes bibliographical references and index.
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.