Analysis of Financial Time Series
Third Edition


RUEY S. TSAY
The University of Chicago
Booth School of Business
Chicago, IL


A JOHN WILEY & SONS, INC., PUBLICATION
Analysis of Financial Time Series
WILEY SERIES IN PROBABILITY AND STATISTICS
Established by WALTER A. SHEWHART and SAMUEL S. WILKS
Editors: David J. Balding, Noel A. C. Cressie, Garrett M. Fitzmaurice,
Iain M. Johnstone, Geert Molenberghs, David W. Scott, Adrian F. M. Smith,
Ruey S. Tsay, Sanford Weisberg
Editors Emeriti: Vic B ...