Reviews for Analysis of Financial Time Series

The average rating for Analysis of Financial Time Series based on 2 reviews is 4.5 stars.

Review # 1 was written on 2017-07-29 00:00:00 Tommy chan Even though the liars and cheats have poisoned the well by trying to convince everyone that Technical Analysis is a viable scientific discipline (it's not), Time Series Analysis is a different, more scientifically rigorous and realistic approach to understanding different effects, if there are any, in financial time series. This book provides comprehensive coverage of the current state of the art, including plenty of R examples. Of course, unlike those books that promise to teach housewives the art of FX trading in just a week or two, this book requires a background in mathematical statistics - a typical first-year university course should have you covered (see Probability and Statistics for a good book to take you there).

Review # 2 was written on 2015-04-30 00:00:00 Erin Birkett Excellent introduction to not only time series but also contains good information on stochastic calculus and statistical concepts. The author is adept at communicating the ideas and the mathematics clearly and logically. I'm looking forward to trying out the R programs included in the book.