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100   $a20030805d2002      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aAnalysis of financial time series$b[electronic resource] $efinancial econometrics /$fRuey S. Tsay
210   $aNew York ;$a[Great Britain] $cWiley$dc2002
215   $a1 online resource (462 p.)
225 1 $aWiley series in probability and statistics
300   $a"A Wiley-Interscience publication."
311   $a0-471-46161-X 
311   $a0-471-41544-8 
320   $aIncludes bibliographical references and index.
327   $aAnalysis of Financial Time Series; Contents; Preface; 1. Financial Time Series and Their Characteristics; 2. Linear Time Series Analysis and Its Applications; 3. Conditional Heteroscedastic Models; 4. Nonlinear Models and Their Applications; 5. High-Frequency Data Analysis and Market Microstructure; 6. Continuous-Time Models and Their Applications; 7. Extreme Values, Quantile Estimation, and Value at Risk; 8. Multivariate Time Series Analysis and Its Applications; 9. Multivariate Volatility Models and Their Applications; 10. Markov Chain Monte Carlo Methods with Applications; Index
330   $a  Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
410  0$aWiley series in probability and statistics.
606   $aTime-series analysis
606   $aEconometrics
606   $aRisk management
615  0$aTime-series analysis.
615  0$aEconometrics.
615  0$aRisk management.
676   $a332/.01/5195
676   $a519.55
700   $aTsay$b Ruey S.$f1951-$0294061
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a996201886203316
996   $aAnalysis of financial time series$937767
997   $aUNISA