剧情简介：This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data b...(展开全部)
作者：Ruey S. Tsay
出版社：Wiley
ISBN：9780470414354
