Analysis of financial time series
Ruey S. Tsay (The University of Chicago, Booth School of Business, Chicago, IL)
| Year of publication: |
[2010] ; Third edition
|
|---|---|
| Authors: | Tsay, Ruey S. |
| Publisher: |
Hoboken, New Jersey : Wiley |
| Subject: | Zeitreihenanalyse | Time series analysis | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Theorie | Theory | Ökonometrie | Risikomanagement |
| Description of contents: |
Financial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications
Table of Contents [gbv.de]
; Description [swbplus.bsz-bw.de]
; Description [zbmath.org]
|
| Extent: | xxiii, 677 Seiten Diagramme (schwarz-weiß) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturangaben |
| ISBN: | 978-0-470-41435-4 ; 0-470-41435-9 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Wirtschaftsentwicklung, Wirtschaftsstruktur: Allgemeines ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490234