Tsay, Ruey S. <br/><br/>
Multivariate time series analysis  : with R and financial applications / 

 - Hoboken:  John Wiley,  2014 
 - xvii, 492p. Index 
 - Wiley series in probability and statistics .
<br/><br/><label>ISBN: </label>9781118617908 
<br/><br/><label>Dewey Class. No.: </label>519.55  / T877.MT