Ngai Hang Chan, " Time Series: Applications to Finance"
Wiley-Interscience; 1 edition (April 18, 2002) | ISBN:0471411175 | 224 pages | PDF | 6,5 Mb
Wiley-Interscience; 1 edition (April 18, 2002) | ISBN:0471411175 | 224 pages | PDF | 6,5 Mb
Review
"…polishes off all the usual topics in introductory time series analysis in a mere 89 pages…" (Technometrics, Vol. 44, No. 4, November 2002)
"…developed for a quick course…the goal is to balance theoretical background with examples of applications." (Reference & Research Book News, August 2002)
"…provides a gateway to higher things…" (Short Book Reviews, December 2002)
"…should be useful for students who are studying methods of time series analysis…" (Mathematical Reviews, 2003e)