<P><FONT face=宋体>作者：</FONT>RUEY S. TSAY<o:p></o:p></P>
<P> <st1:place w:st="on"><st1:PlaceType w:st="on">University</st1:PlaceType> of <st1:PlaceName w:st="on">Chicago</st1:PlaceName></st1:place><o:p></o:p></P>
<P><FONT face=宋体>目录：<o:p></o:p></FONT></P>
<P> 1. Financial Time Series and Their Characteristics <o:p></o:p></P>
<P> 2. Linear Time Series Analysis and Its Applications<o:p></o:p></P>
<P> 3.Conditional Heteroscedastic Models <o:p></o:p></P>
<P> 4. Nonlinear Models and Their Applications<o:p></o:p></P>
<P> 5. High-Frequency Data Analysis and Market Microstructure<o:p></o:p></P>
<P> 6. Continuous-Time Models and Their Applications<o:p></o:p></P>
<P> 7. Extreme Values, Quantile Estimation, and Value at Risk<o:p></o:p></P>
<P> 8. Multivariate Time Series Analysis and Its Applications<o:p></o:p></P>
<P> 9. Multivariate Volatility Models and Their Applications<o:p></o:p></P>
<P> 10. Markov Chain Monte Carlo Methods with Applications</P>
<P> 个人觉得还不错，第一次传资料，希望别出意外</P>
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[此贴子已经被作者于2007-4-6 17:14:12编辑过]