000 01093nam a2200313 a 4500
001 12399
003 EIA
008 141112t2013 ck d gr 000 0 eng d
020 _a9780470890813
040 _aCO-EnEIA
_erda
041 0 _aeng
082 0 4 _a332
_bT877
_223
_qCO-EnEIA
100 1 _912589
_aTsay, Ruey S.
245 1 3 _aAn introduction to analysis of financial data with R
264 3 1 _aHoboken (New Jersey) :
_bWiley,
_c2013
300 _axiv, 390 páginas :
_bgráficas ;
_c24x15 cm.
505 2 _a1. Financial data and their properties
505 2 _a2. Linear models for financial time series
505 2 _a3. Case estudies of linear time series
505 2 _a4. Asset volatility and volatility models
505 2 _a5. Applications of volatility models
505 2 _a6. High frequency financial data
505 2 _a7. Value at risk
650 1 7 _2ARMARC
_981
_aFinanzas
_xModelos econométricos
650 2 7 _2ARMARC
_93698
_aAnálisis de series de tiempo
650 2 7 _2ARMARC
_96833
_aEconometría
650 2 7 _2ARMARC
_910322
_aR (Lenguaje de programación)
942 _02
_2ddc
_cBK
999 _c532
_d532