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9780470890813

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All in all, this book is a good and useful introduction to financial time series with many real-world examples. It is suitable for use both as a textbook and for self-study, with exercises provided at the end of each chapter. ( International Statistical Review , 14 June 2013)

I found this book highly informative and interesting toread. The proper mix of theory and hands-on programming examplesmakes it recommended reading for both R programmers interested infinance and financial analysts with a basic programming background.Well written and following a clear and defined logical layout, theauthor has written a current reference text on using a powerfulopen-source programming language for typical financialanalysis. (Computing Reviews, 25 March2014) All in all, this book is a good and useful introductionto financial time series with many real-world examples. It issuitable for use both as a textbook and for self-study, withexercises provided at the end of each chapter. (International Statistical Review, 14 June 2013)

Author Information

RUEY S. TSAY, PhD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. Dr. Tsay has written over 100 published articles in the areas of business and economic forecasting, data analysis, risk management, and process control. A Fellow of the American Statistical Association, the Institute of Mathematical Statistics, and Academia Sinica, Dr. Tsay is author of Analysis of Financial Time Series, Third Edition and coauthor of A Course in Time Series Analysis.

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