Автор: Ruey S. Tsay
Название: Analysis of Financial Time Series
Категория: Наука, Образование/Математика
Издательство: John Wiley & Sons Limited
ISBN: John Wiley & Sons Limited
Тип: book
Описание: 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 throughout the
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