Multivariate Time Series Analysis : with R and Financial Applications /

Tsay, Ruey S.

Multivariate Time Series Analysis : with R and Financial Applications / Ruey S. Tsay. - Hoboken : John Wiley and Sons, 2014. - XVII, 492 s. : il. ; 25 cm. - (Wiley Series in Probability and Statics) .

9781118617908

519.24