Ruey S. Tsay - Analysis of Financial Time Series (Wiley Series in Probability and Statistics)2nd edition

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Analysis of Financial Time Series

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WILEY SERIES IN PROBABILITY AND STATISTICS

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Second Edition

RUEY S. TSAY

University of Chicago
Graduate School of Business

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Copyright 2005 by John Wiley Sons, Inc. All rights reserved.

Published by John Wiley Sons, Inc., Hoboken, New Jersey.
Published simultaneously in Canada.

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Library of Congress Cataloging-in-Publication Data:
Tsay, Ruey S., 1951
Analysis of financial time series/Ruey S. Tsay.2nd ed.
p. cm.
"Wiley-Interscience."
Includes bibliographical references and index.
ISBN-13 978-0-471-69074-0
ISBN-10 0-471-69074-0 (cloth)
1. Time-series analysis. 2. Econometrics. 3. Risk management. I. Title.
HA30.3T76 2005
332.0151955dc22
2005047030

Printed in the United States of America.

10 9 8 7 6 5 4 3 2 1

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To my parents and Teresa

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