Analysis of financial time series
Year of publication: |
2010 ; 3. ed.
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Authors: | Tsay, Ruey S. |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Time-series analysis | Econometrics | Risk management | Ökonometrie | Zeitreihenanalyse | Risikomanagement |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Analysis of financial time series
Tsay, Ruey S., (2005)
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Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J., (2015)
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Time series : applications to finance with R and S-plus®
Chan, Ngai Hang, (2010)
- More ...
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On diagnostic checking of vector ARMA-GARCH models with Gaussian and Student-t innovations
Wang, Yongning, (2013)
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Nonlinearity in High-Frequency Financial Data and Hierarchical Models
McCulloch, Robert E., (2001)
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Clustering Multiple Time Series with Structural Breaks
Wang, Yongning, (2018)
- More ...