Analysis of financial time series / Ruey S. Tsay.

• Material Type: 図書
• ISBN: 9780470414354 (cloth)
• Title: Analysis of financial time series / Ruey S. Tsay.
• Edition: 3rd ed.
• Series Title: Wiley series in probability and statistics
• Author Heading: Tsay, Ruey S., 1951-
• Publication, Distribution, etc.: Hoboken, N.J. : Wiley
• Publication Date: c2010.
• Publication Date (W3CDTF): 2010
• Extent: xxiii, 677 p. : ill. ; 25 cm.
• Place of Publication (Country Code): US
• Text Language Code: eng
• Subject Heading: Time-series analysis.; Econometrics.; Risk management.
• LCC: HA30.3
• DDC: 332.01/51955
• NDLC: DA77
• Note (Bibliography): Includes bibliographical references and index.
• Holding library: 国立国会図書館
• Call No.: DA77-B20
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000011036594; http://id.ndl.go.jp/bib/000011036594
• LC Control Number: 2010005151; https://lccn.loc.gov/2010005151
• OCLC No.: 505018225; https://www.worldcat.org/oclc/505018225
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: Financial time series and their characteristicsLinear time series analysis and its applicationsConditional heteroscedastic models...