000			01415nam a2200169Ia 4500
020			_a978-8126548934
100			_aTsay, Ruey S.
245			_aAnalysis of financial time series
250			_a3
260			_c2014 _bWiley _aNew Delhi
300			_axxiii, 677 p. _b23 cm ; Pbk
505			_a1. Financial time series and their characteristics -- 2. Linear time series analysis and its applications -- 3. Conditional heteroscedastic models -- 4. Nonlinear models and their applications -- 5. High-frequency data analysis and market microstructure -- 6. Continuous-time models and their applications -- 7. Extreme values, quantile estimation, and value at risk -- 8. Multivariate time series analysis and its applications -- 9. Principal component analysis and factor models -- 10. Multivariate volatility models and their applications -- 11. State-space models and Kalman filter -- 12. Markov chain Monte Carlo methods with applications.
520			_aThe 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.
650			_aHigher Education _aEconomics
856			_uhttps://www.wileyindia.com/analysis-of-financial-time-series-3rd-ed.html
942			_cBK
999			_c95299 _d95299