Time series: applications to finance with R and S-Plus/
Ngai Hang Chan.
- 2nd ed.
- Hoboken, NJ: Wiley, c2010.
- xxiii, 296 p.: ill.; 25 cm.
Includes bibliographical references and indexes.
"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds -