Analysis of financial time series / Ruey S. Tsay.
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TextLanguage: English Publication details: Cambridge, Mass. : Wiley, c2010.Edition: 3rd edDescription: xxiii, 677 p. : ill. ; P.B. 25 cmISBN: - 9780470414354 (cloth)
- R 332.01'519 TSA(ANA)Ed3
| Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|---|---|
REFERENCE STATISTICS
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St. Xavier's University, Kolkata Reference Section | Reference | R 332.01'519 TSA(ANA)Ed3 (Browse shelf(Opens below)) | S.X.U.K | 10607 | Not For Loan | US10607 |
CHAPTER 1
Financial Time Series and Their Characteristics (Pages: 1-2
CHAPTER 2
Linear Time Series Analysis and Its Applications (Pages: 29-108)
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CHAPTER 3
Condmmary
PDFitional Heteroscedastic Models (Pages: 109-173)
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CHAPTER 4
Nonlinear Models and Their Applications (Pages: 175-229)
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CHAPTER 5
High-Frequency Data Analysis and Market Microstructure (Pages: 231-285)
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CHAPTER 6
Continuous-Time Models and Their Applications (Pages: 287-323)
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CHAPTER 7
Extreme Values, Quantiles, and Value at Risk (Pages: 325-388)
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CHAPTER 8
Multivariate Time Series Analysis and Its Applications (Pages: 389-465)
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CHAPTER 9
Principal Component Analysis and Factor Models (Pages: 467-504)
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CHAPTER 10
Multivariate Volatility Models and Their Applications (Pages: 505-555)
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CHAPTER 11
State-Space Models and Kalman Filter (Pages: 557-611)
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CHAPTER 12
Markov Chain Monte Carlo Methods with Applications (Pages: 613-672)
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