Multivariate Time Series Analy

by Ruey S. Tsay

An accessible guide to the multivariate time series tools used in numerous real-world applications

Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric...

• Format: Hardcover
• Language: English
• ISBN: 1118617908
• ISBN13: 9781118617908
• Release Date: December 2013
• Publisher: Wiley
• Length: 520 Pages
• Weight: 1.80 lbs.
• Dimensions: 1.3" x 6.1" x 9.4"