TY  - BOOK
AU  - Tsay, Ruey S.
TI  - Analysis of financial time series
T2  - Wiley series in probability and statistics
SN  - 9788126548934
U1  - 332.0151955 
PY  - 2010///
CY  - New Delhi
PB  - Wiley
KW  - Time series analysis
KW  - Econometrics
KW  - Risk management
N2  - Financial time series and their characteristics --
Linear time series --
Volatility models --
Nonlinear models and their applications
ER  -