Multivariate Time Series Analysis (With R and Financial Applications)
Tsay, Ruey S. · John Wiley & Sons Inc · 2014-01-27
An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research.
- ISBN
- 9781118617908
- 출판일
- 2014-01-27
- 출판사
- John Wiley & Sons Inc
- 저자
- Tsay, Ruey S.
