Elements of Financial Time Series fills a gap in the market in thearea of financial time series analysis by giving both conceptualand practical illustrations. Examples and discussions in the laterchapters of the book make recent developments in time series moreaccessible. Examples from finance are maximized as much as possiblethroughout the book.* Full set of exercises is displayed at the end of eachchapter.* First seven chapters cover standard topics in time series at ahigh-intensity level.* Recent and timely developments in nonstandard time seriestechniques are illustrated with real finance examples indetail.* Examples are systemically illustrated with S-plus with codes anddata available on an associated Web site.
