Ruey S. Tsay Teaching Page

This page provides teaching and book information.

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 by Ruey S. Tsay, Wiley, 2002
    ISBN: 0-471-41544-8

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

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4. Analysis of Financial Time Series, Third Edition by Ruey S. Tsay, Wiley, 2010.
    ISBN: 0-470-41435-9; 13-digits: 978-0470414354

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5. An Introduction to Analysis of Financial Data with R by Ruey S. Tsay, Wiley, 2013
    ISBN: 0-470-89081-3; 13-digits: 978-0470890813

6. Multivariate Time Series Analysis: with R and Financial Applications by Ruey S. Tsay, Wiley, 2014
    ISBN: 1-118-61790-8; 13-digits: 978-111861708

Courses:

Autumn Quarter 2008:  

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

 

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

 

Spring Quarter 2014:

1) Business 41202: Analysis of Financial Time Series

2) Business 41914: Applied Multivariate Analysis