Tsay, Ruey S.
Analysis of financial time series /
By Ruey S Tsay.
- 3rd ed.
- New Delhi : Wiley India Pvt Ltd , 2015.
- xxiii,677p. ; PB 23.7 cm
9788126548934
Conditional heteroscedastic models
Nonlinear models and their applications
Principles component analysis and factor models
519.55 / TSAR