Tsay, Ruey S. <br/><br/>
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 .
<br/><br/>Includes bibliographical references and index 
<br/><br/><label>ISBN: </label>9781118617908 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Time-series analysis<br/>R (Computer program language)<br/>Econometric models