Analysis of financial time series / Ruey S. Tsay. 3rd ed. (Wiley series in probability and statistics)

Analysis of financial time series / Ruey S. Tsay.

3rd ed.

(Wiley series in probability and statistics)

Call No. (NDL): DA77-B20
Bibliographic ID of National Diet Library: 000011036594

Material type: 図書

Author: Tsay, Ruey S., 1951-

Publisher: Wiley

Publication date: c2010.

Material Format: Paper

Capacity, size, etc.: xxiii, 677 p. : ill. ; 25 cm.

NDC: -

Detailed bibliographic record

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

Search by Bookstore

Search by Bookstore

Search by Bookstore

Bibliographic Record

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Paper

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