The Analysis of Time Series by Chris Chatfield


ISBN
9781498795630
Published
Binding
Paperback
Pages
398
Dimensions
156 x 234mm

A new chapter on univariate volatility models



A revised chapter on linear time series models



A new section on multivariate volatility models



A new section on regime switching models



Many new worked examples, with R code integrated into the text
138.99



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