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

4. Analysis of Financial Time Series, Third Edition, Wiley, 2010.
    ISBN: 0-470-41435-9; 10-digits: 978-0470414354

5. An Introduction to Analysis of Financial Data with R, Wiley, 2013
    ISBN: 0-470-89081-3; 10-digits: 978-0470890813

Courses:

Autumn Quarter 2008:  

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

Spring Quarter 2011:

1) Business 41202: Analysis of Financial Time Series

2) Business 41014: Multivariate Time Series Analysis

Spring Quarter 2012:

1) Business 41202: Analysis of Financial Time Series

2) Business 41912: Applied Multivariate Analysis

Spring Quarter 2013:

1) Business 41202: Analysis of Financial Time Series

2) Business 41914:Multivariate Time Series Analysis