Analysis of Financial Time Series, Third Edition by Ruey S. TsayEnglish | PDF | 2010 | 699 Pages | ISBN : 0470414359 | 8.4 MB
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.