Tsay, Ruey S., 1951-

Analysis of financial time series / Ruey S. Tsay - New York : Wiley, 2002 - xii, 448 p. : ill. ; 25 cm. - Wiley series in probability and statistics .

'A Wiley-Interscience publication.'

Includes bibliographical references and index



0471415448 (alk. paper) RM361.60

2001-026944


Time-series analysis
Econometrics
Risk management