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Analysis of financial time series

Tsay, Ruey S.

Analysis of financial time series / Tsay, Ruey S. - 2nd - New Delhi Wiley-India 2005 - xxi,605p.

ISBN: 9788126523696

Subjects--Topical Terms:
MALTIVARIATE TIME SERIES
MARKET MICROSTRUCTURE
NONLINEAR MODELS
HETEROSCEDASTIC MODELS
FINANCIAL
TIME-SERIES

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