Analysis of Financial Time Series 3rd Edition.pdf

Analysis of Financial Time Series 3rd Edition.pdf

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时间:2019-03-12

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1、AnalysisofFinancialTimeSeriesThirdEditionRUEYS.TSAYTheUniversityofChicagoBoothSchoolofBusinessChicago,ILAJOHNWILEY&SONS,INC.,PUBLICATIONAnalysisofFinancialTimeSeriesWILEYSERIESINPROBABILITYANDSTATISTICSEstablishedbyWALTERA.SHEWHARTandSAMUELS.WILKSEditors:DavidJ.Balding,NoelA.C.

2、Cressie,GarrettM.Fitzmaurice,IainM.Johnstone,GeertMolenberghs,DavidW.Scott,AdrianF.M.Smith,RueyS.Tsay,SanfordWeisbergEditorsEmeriti:VicBarnett,J.StuartHunter,JozefL.TeugelsAcompletelistofthetitlesinthisseriesappearsattheendofthisvolume.AnalysisofFinancialTimeSeriesThirdEditionR

3、UEYS.TSAYTheUniversityofChicagoBoothSchoolofBusinessChicago,ILAJOHNWILEY&SONS,INC.,PUBLICATIONCopyright2010byJohnWiley&Sons,Inc.Allrightsreserved.PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey.PublishedsimultaneouslyinCanada.Nopartofthispublicationmaybereproduced,storedinare

4、trievalsystem,ortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappro

5、priateper-copyfeetotheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,(978)750-8400,fax(978)750-4744.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,(201)748-6011,fax(201)748-6008,o

6、ronlineathttp://www.wiley.com/go/permission.LimitofLiability/DisclaimerofWarranty:Whilethepublisherandauthorhaveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcom-pletenessofthecontentsofthisbookandspecificallydisclaimanyim

7、pliedwarrantiesofmerchantabilityorfitnessforaparticularpurpose.Nowarrantymaybecreatedorextendedbysalesrepresentativesorwrittensalesmaterials.Theadviceandstrategiescontainedhereinmaynotbesuitableforyoursituation.Youshouldconsultwithaprofessionalwhereappropriate.Neitherthepublishe

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