Автор: Ruey S. Tsay

. Analysis of Financial Time Series

Analysis of Financial Time Series

Ruey S. Tsay

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...
. Multivariate Time Series Analysis

Multivariate Time Series Analysis

Ruey S. Tsay

An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and...

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