Multivariate time series analysis : with R and financial applications /

Tsay, Ruey S.

Multivariate time series analysis : with R and financial applications / Ruey S. Tsay - Hoboken, New Jersey : John Wiley & Sons, 2014 - xvii, 492 pages : illustrations ; 24 cm. - Wiley series in probability and statistics . - Wiley series in probability and statistics .

Includes bibliographical references and index

9781118617908


Time-series analysis
R (Computer program language)
Econometric models

Perpustakaan Universiti Malaysia Pahang Al-Sultan Abdullah
26600 Pekan, Pahang Darul Makmur
Phone: +609 431 5063 (Gambang) / +609 431 5035 (Pekan)
Email: umplibrary@umpsa.edu.my

Connect With Us