The Analysis of Time Series: An Introduction with R
Chris Chatfield (University of Bath, UK),Haipeng Xing (SUNY, Stony Brook, New York, USA)
The Analysis of Time Series: An Introduction with R
Chris Chatfield (University of Bath, UK),Haipeng Xing (SUNY, Stony Brook, New York, USA)
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
This item is not currently in-stock. It can be ordered online and is expected to ship in 10-14 days
Our stock data is updated periodically, and availability may change throughout the day for in-demand items. Please call the relevant shop for the most current stock information. Prices are subject to change without notice.
Sign in or become a Readings Member to add this title to a wishlist.