Time Series

Elements of Financial Time Series fills a gap in the market in the
area of financial time series analysis by giving both conceptual
and practical illustrations. Examples and discussions in the later
chapters of the book make recent developments in time series more
accessible. Examples from finance are maximized as much as possible
throughout the book.

* Full set of exercises is displayed at the end of each
chapter.

* First seven chapters cover standard topics in time series at a
high-intensity level.

* Recent and timely developments in nonstandard time series
techniques are illustrated with real finance examples in
detail.

* Examples are systemically illustrated with S-plus with codes and
data available on an associated Web site.