Tsay, Ruey S., <br/><br/>
Analysis of financial time series / 
Ruey S. Tsay. 
 - 3rd ed. 
 - Cambridge, Mass. :  Wiley,  c2010. 
 - xxiii, 677 p. :  ill. ; P.B.  25 cm. 
<br/><br/> CHAPTER 1<br/>Financial Time Series and Their Characteristics (Pages: 1-2<br/><br/>CHAPTER 2<br/>Linear Time Series Analysis and Its Applications (Pages: 29-108)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 3<br/>Condmmary<br/>PDFitional Heteroscedastic Models (Pages: 109-173)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 4<br/>Nonlinear Models and Their Applications (Pages: 175-229)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 5<br/>High-Frequency Data Analysis and Market Microstructure (Pages: 231-285)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 6<br/>Continuous-Time Models and Their Applications (Pages: 287-323)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 7<br/>Extreme Values, Quantiles, and Value at Risk (Pages: 325-388)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 8<br/>Multivariate Time Series Analysis and Its Applications (Pages: 389-465)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 9<br/>Principal Component Analysis and Factor Models (Pages: 467-504)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 10<br/>Multivariate Volatility Models and Their Applications (Pages: 505-555)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 11<br/>State-Space Models and Kalman Filter (Pages: 557-611)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 12<br/>Markov Chain Monte Carlo Methods with Applications (Pages: 613-672)<br/>Summary<br/>PDF<br/>References<br/>Request permissions 
<br/><br/><label>ISBN: </label>9780470414354 (cloth)  13922.00 
<br/><br/><label>LCCN: </label>2010005151 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Time-series analysis.<br/>Econometrics.<br/>Risk management.
<br/><br/><label>Dewey Class. No.: </label>R 332.01'519 TSA(ANA)Ed3