BOOKS by Ruey S Tsay

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Analysis of Financial Time Series more books like this

by Ruey S Tsay

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Fundamental topics and new methods in time series analysis 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 ...

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A Course in Time Series Analysis more books like this

by Daniel Pena, Daniel Peqa, Ruey S Tsay

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This volume on time series is written by several of the best-known researchers in the fields of statistics and econometrics. The content is intended to achieve postgraduate training in the special area of time series for both researchers and teachers or professionals working in industry, and to promote the application of new statistical methods in ...

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