🚀 go-pugleaf

In article <81531@ut-emx.uucp>, txwizard@ccwf.cc.utexas.edu (txwizard) writes:
> hi!  i would greatly appreciate your recommendation on an introductory 
> time series and forecasting book.  i had some introduction to the 
> above mentioned subjects in econometrics but need more to pursue
> my interest in financial analysis.
> 
> i thank you in advance for the info.
> 
> mike kim
> txwiard@ccwf.cc.utexas.edu

S. Taylor's Modelling Financial Time Series is an excellent text on
looking at financial time series.  Though the book is a bit dated (1986),
it contains your basic ARMA type models, plus the ARCH and GARCH (called
ARMACH by Taylor) models.

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|  W.H.Watt                        #  JANET:                                   |
|  Dept. of Accounting & Finance   #           w.h.watt@uk.ac.strath.vaxa      |
|  University of Strathclyde       #  Rest of the World:                       |
|  Glasgow                         #           w.h.watt@vaxa.strath.ac.uk      |
|  United Kingdom                  #                                           |
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