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|a Tsay, Ruey S.,
|d 1951-
|
| 245 |
0 |
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|a Analysis of financial time series/
|c Ruey S. Tsay
|
| 250 |
0 |
0 |
|a 3rd ed.
|
| 260 |
0 |
0 |
|a Hoboken, N.J.:
|b Wiley,
|c c2010
|
| 300 |
0 |
0 |
|a xxiii, 677 σ. :
|b εικ. ;
|c 25 εκ.
|
| 490 |
0 |
0 |
|a Wiley series in probability and statistics
|
| 504 |
0 |
0 |
|a Περιέχει βιβλιογραφικές παραπομπές και ευρετήριο
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| 504 |
0 |
0 |
|a Includes bibliography and index
|
| 504 |
0 |
0 |
|a Includes bibliographical references and index
|
| 505 |
0 |
0 |
|a Financial time series and their characteristics -- Linear time series analysis and its applications -- Conditional heteroscedastic models -- Nonlinear models and their applications -- High-frequency data analysis and market microstructure -- Continuous-time models and their applications -- Extreme values, quantiles, and value at risk -- Multivariate time series analysis and its applications -- Principal component analysis and factor models -- Multivariate volatility models and their applications -- State-space models and Kalman filter -- Markov chain Monte Carlo methods with applications
|
| 650 |
0 |
0 |
|a Time-series analysis
|
| 650 |
0 |
0 |
|a Econometrics
|
| 650 |
0 |
0 |
|a Risk management
|
| 650 |
0 |
0 |
|a Time-series analysis
|
| 650 |
0 |
0 |
|a Econometrics
|
| 650 |
0 |
0 |
|a Risk management
|
| 650 |
0 |
0 |
|a Time-series analysis
|
| 650 |
0 |
0 |
|a Econometrics
|
| 710 |
0 |
0 |
|a Wiley
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| 952 |
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