TY  - BOOK
AU  - Tsay,Ruey S.
TI  - Multivariate time series analysis: with R and financial applications 
T2  - Wiley series in probability and statistics
SN  - 9781118617908
PY  - 2014///
CY  - Hoboken, New Jersey
PB  - John Wiley & Sons
KW  - Time-series analysis
KW  - R (Computer program language)
KW  - Econometric models
N1  - Includes bibliographical references and index
ER  -