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摘要翻译：
商品或资产的价格产生所谓的时间序列。几十年来，人们对不同种类的金融时间序列进行了记录和研究。如今，金融市场上的所有交易都被记录在案，这导致了大量的数据可用，无论是在互联网上还是在商业上都是免费的。金融时间序列分析不仅对理论家有很大的兴趣，而且对理论家也有很大的兴趣，因为它可以做出推断和预测。此外，金融时间序列所固有的随机不确定性和处理这些不确定性所需的理论使这一主题不仅引起经济学家的兴趣，而且引起统计学家和物理学家的兴趣。虽然对这一主题进行详尽的审查将是一项艰巨的任务，但通过这一审查，我们试图给出它的一些方面的味道。
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英文标题：
《Financial time-series analysis: A brief overview》
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作者：
A. Chakraborti, M. Patriarca, and M.S. Santhanam
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最新提交年份：
2007
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount of data available, either for free in the Internet or commercially. Financial time-series analysis is of great interest to practitioners as well as to theoreticians, for making inferences and predictions. Furthermore, the stochastic uncertainties inherent in financial time-series and the theory needed to deal with them make the subject especially interesting not only to economists, but also to statisticians and physicists. While it would be a formidable task to make an exhaustive review on the topic, with this review we try to give a flavor of some of its aspects.
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PDF链接：
https://arxiv.org/pdf/0704.1738
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