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
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