000			00667cam a2200193 a 4500
020			_a9780470414354
082	0	0	_a332.0151 _bTSA
100	1		_aTsay, Ruey S.
245	1	0	_aAnalysis of financial time series / _cRuey S. Tsay
250			_a3rd ed.
260			_aNew Jersey : _bWiley, _cc2010.
300			_axxiii, 677 p. : _bill. ; _c25 cm.
504			_aIncludes bibliographical references and index.
505	0		_aFinancial time series and their characteristics -- Linear time series -- Volatility models -- Nonlinear models and their applications.
650		0	_aTime-series analysis.
650		0	_aEconometrics.
650		0	_aRisk management.
942			_2ddc _cBK
999			_c23721 _d23721