Analysis of Financial Time Series 2nd Edition.pdf

Analysis of Financial Time Series 2nd Edition.pdf

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1、AnalysisofFinancialTimeSeriesSecondEditionRUEYS.TSAYUniversityofChicagoGraduateSchoolofBusinessAJOHNWILEY&SONS,INC.,PUBLICATIONAnalysisofFinancialTimeSeriesWILEYSERIESINPROBABILITYANDSTATISTICSEstablishedbyWALTERA.SHEWHARTandSAMUELS.WILKSEditors:DavidJ.

2、Balding,NoelA.C.Cressie,NicholasI.Fisher,IainM.Johnstone,J.B.Kadane,GeertMolenberghs,LouiseM.Ryan,DavidW.Scott,AdrianF.M.Smith,JozefL.TeugelsEditorsEmeriti:VicBarnett,J.StuartHunter,DavidG.KendallAcompletelistofthetitlesinthisseriesappearsattheendofthis

3、volume.AnalysisofFinancialTimeSeriesSecondEditionRUEYS.TSAYUniversityofChicagoGraduateSchoolofBusinessAJOHNWILEY&SONS,INC.,PUBLICATIONCopyright?2005byJohnWiley&Sons,Inc.Allrightsreserved.PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey.Publishedsimultan

4、eouslyinCanada.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,wi

5、thouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetotheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,(978)750-8400,fax(978)750-4470,oronthewebatwww.copyright.com.RequeststothePubl

6、isherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,(201)748-6011,fax(201)748-6008,oronlineathttp://www.wiley.com/go/permission.LimitofLiability/DisclaimerofWarranty:Whilethepublisherandauthor

7、haveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcompletenessofthecontentsofthisbookandspeci?callydisclaimanyimpliedwarrantiesofmerchantabilityor?tnessforaparticularpurpose.Nowarrantymaybecreated

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