Time series : applications to finance

Main Author: Ngai, Hang Chan
Published: New York: Wiley-Interscience, 2002.
Series: Wiley series in probability and statistics
Subjects:
Physical Description: xiii, 203 p.: ill.; 24 cm.
Bibliography: Includes bibliographical references and index
ISBN: 9780471411178
0471411175 (hbk.)