Ｒを用いた多変量時系列解析と金融への応用
Multivariate Time Series Analysis
With R and Financial Applications
Wiley Series in Probability and Statistics
Tsay, Ruey S.
- 出版社：Wiley
- 出版年月：2014年 01月
- ISBN：9781118617908
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：492 p.
- DDC分類：519.55
- 内容紹介：
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Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research.