000			01749nam a2200361 i 4500
008			100205t20102010njua b 001 0 eng
020			_a9780470414354 _qcloth
020			_a0470414359 _qcloth
035			_a(OCoLC)505018225
040			_aDLC _beng _cDLC _dUKM _dYDXCP _dC#P _dBWX _dCDX _dBGU _dUtOrBLW _dBAUN _erda
049			_aBAUN_MERKEZ
050	0	4	_aHA30.3 _b.T76 2010
082	0	0	_222
100	1		_aTsay, Ruey S., _d1951-
245	1	0	_aAnalysis of financial time series / _cRuey S. Tsay
250			_aThird edition
264		1	_aHoboken, N.J. : _bWiley, _c[2010]
264		4	_c©2010
300			_axxiii, 677 pages : _billustrations ; _c25 cm
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
490	1		_aWiley series in probability and statistics
504			_aIncludes bibliographical references and index
505	0	0	_t-- Financial time series and their characteristics _t-- Linear time series analysis and its applications _t-- Conditional heteroscedastic models _t-- Nonlinear models and their applications _t-- High-frequency data analysis and market microstructure _t-- Continuous-time models and their applications _t-- Extreme values, quantiles, and value at risk _t-- Multivariate time series analysis and its applications _t-- Principal component analysis and factor models _t-- Multivariate volatility models and their applications _t-- State-space models and Kalman filter _t-- Markov chain Monte Carlo methods with applications
650		0	_aTime-series analysis
650		0	_aEconometrics
650		0	_aRisk management
830		0	_919795 _aWiley series in probability and statistics
900			_a30822
900			_bsatın
942			_2lcc _cKT
999			_c27615 _d27615