内容

目次

List of figures; List of tables; Preface to the third edition; 1.Introduction; 2. Univariate linear stochastic models: basic concepts; 3.Univariate linear stochastic models: testing for unit roots and alternativetrend specifications; 4. Univariate linear stochastic models: further topics;5. Univariate non-linear stochastic models: Martingales, random walks andmodelling volatility; 6. Univariate non-linear stochastic models: Furthermodels and testing procedures; 7. Modelling return distributions; 8.Regression techniques for non-integrated financial time series; 9. Regressiontechniques for integrated financial time series; 10. Further topics in theanalysis of integrated financial time series; Data appendix; References.