Tsay, Ruey S. <br/><br/>
Analysis of financial time series  

 - 2 
 - New Delhi  John Wiley & Sons  2009 
 - xxi,605p  23 cm ; Pbk 
<br/><br/> Indiana Books & Journals 
<br/><br/>	1. Financial time series and their characteristics --<br/>2. Linear time series analysis and its applications --<br/>3. Conditional heteroscedastic models --<br/>4. Nonlinear models and their applications --<br/>5. High-frequency data analysis and market microstructure --<br/>6. Continuous-time models and their applications --<br/>7. Extreme values, quantile estimation, and value at risk --<br/>8. Multivariate time series analysis and its applications --<br/>9. Principal component analysis and factor models --<br/>10. Multivariate volatility models and their applications --<br/>11. State-space models and Kalman filter --<br/>12. Markov chain Monte Carlo methods with applications. 
<br/><br/> The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical financial data and focuses on real-world examples.  
<br/><br/><label>ISBN: </label>978-8126523696 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance<br/>Economics<br/>Risk management<br/>Time-series analysis
<br/><br/><label>Dewey Class. No.: </label>332.015195 TSA