TY  - BOOK
AU  - Tsay,Ruey S.
TI  - An introduction to analysis of financial data with R
SN  - 9780470890813
U1  - 332 23
PY  - 2013///
CY  - Hoboken (New Jersey)
PB  - Wiley
KW  - ARMARC
KW  - Finanzas
KW  - Modelos econométricos
KW  - Análisis de series de tiempo
KW  - Econometría
KW  - R (Lenguaje de programación)
N1  - 1. Financial data and their properties; 2. Linear models for financial time series; 3. Case estudies of linear time series; 4. Asset volatility and volatility models; 5. Applications of volatility models; 6. High frequency financial data; 7. Value at risk
ER  -