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Ruey S Tsay The University of Chicago Booth School of …
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WebApr 12, 2024 · Find many great new & used options and get the best deals for Analysis of Financial Time Hardcover Ruey S. Tsay at the best online prices at eBay! Free shipping for many products! Skip to main ... Analysis of Financial Time Series by Tsay, Ruey S. (hardcover) $35.95 + $9.49 shipping. EXTRA 20% OFF 3+ ITEMS See all eligible items and ... Data used in the text: (1) Daily simple returns of IBM, VW, EW, SP (01/02/70-12/31/08): (Format: date, IBM, VW, EW & SP): d-ibm3dx7008.txt (2) Daily simple returns of Intel stock (12/15/72-12/31/08): d-intc7208.txt (3) Daily simple returns of 3M stock (01/02/70-12/31/08): d-3m7008.txt (4) Daily simple … See more Data sets used in the chapter: (1) Monthly IBM stock, VW index, EW index and S&P index returns: m-ibm3dx2608.txt (2) Growth rate of U.S. quarterly real … See more Data sets used in the text: (1) Monthly simple returns of Intel stock: m-intc7308.txt (2) 10-minute FX log returns (Mark-Dollar): exch-perc.txt (3) Monthly excess … See more Data sets used in the text: (1) Monthly U.S. civilian unemployment rate(48-09): m-unrate.txt (2) Daily returns of IBM stock in the file: d-ibmvwewsp6203.txt (3) … See more Data sets used in the text: (1) IBM transactions data (11/1/90-1/31/91): The columns are date/time, volume, bid quote, ask quote, and transaction price: ibm.txt … See more WebAnalysis of financial time series by Tsay, Ruey S., 1951-Publication date 2010 Topics ... introduction to current financial econometric models and their applications to modeling … chubb workers comp address