Chan, Ngai Hang.

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 -

9780470583623 (hardback) 0470583622 (hardback)

2010016632


Time-series analysis
Econometrics
Risk management.

519.2 / C454t