Ruey S. Tsay Teaching Page

This page has teaching and book materials.

Books:

1. A Course in Time Series Analysis (ed. Pena, Tiao, & Tsay)
    Wiley, 2001, ISBN: 0-471-36164-X

2. Analysis of Financial Time Series , Wiley, 2002
    ISBN: 0-471-41544-8

3. Analysis of Financial Time Series, Second Edition, Wiley, 2005
    ISBN: 0-471-69074-0

Courses:

Spring Quarter 2007:

1) Business 41202: Analysis of Financial Time Series

2) Business 41914: Multivariate Time Series Analysis

Spring Quarter 2008:

1) Business 41202: Analysis of Financial Time Series

2) Business 41912: Applied Multivariate Analysis

Autumn Quarter 2008:  

1) Business 41910: T Time Series Analysis for Forecasting and Model Building

Spring Quarter 2009:

1) Business 41202: Analysis of Financial Time Series

2) Business 41914: Multivariate Time Series Analysis