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E-book

Analysis of Financial Time Series, 2nd Edition

Ruey S. Tsay
ISBN: 978-0-471-74618-8
E-book
576 pages
September 2005
US $119.99 Purchase This E-book

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New topics to this edition include: Finmetrics in S-plus; estimation of stochastic diffusion equations for derivative pricing; use of realized volatilities; state=space model; and Kalman filter.

The second edition also includes new developments in financial econometrics and more examples of applications in finance.