Section outline

  • Basic readings: 

    Lecture Notes 

    R. S. Tsay. Analysis of Financial Time Series. 2nd edition, Wiley, 2005. 

    S. Bisgaard and M Kulahci. Time Series Analysis and forecasting by example. Wiley, 2011

    Further readings: 

    Brockwell P. J. and R. A. Davis, Introduction to Time Series and Forecasting, Springer Texts in Statistics, 2002.