Tsay, Ruey S., 1951-

Analysis of financial time series / Ruey S. Tsay - 2nd ed. - Hoboken, N.J. : Wiley, 2005 - xxi, 605 p. : ill. ; 24 cm.

Includes bibliographical references and index



0471690740 (cloth) RM406.82


Time-series analysis
Econometrics
Risk management