金融时间序列分析.doc

文档介绍：Chapter1:FinancialTimeSeriesandTheirCharacteristicsDatausedinthetext:DailylogreturnsofIBM(62/7/3to97/12):d--weightedandequal-weightedindexes:d・:d・:d-:d・-groupstock:d・(30yrs,20yrs,1yr):(10yrs,5yrs,1yr):m・:w-&w・:1・LogreturnsofAlcoastock::d-:d-::d-:Alcoa::::m・:m-.:m・,GermanMark,UnitedKingdomPound,JapaneseYen,:forex-:LinearTimeSeriesAnalysisandItsApplicationsDatasetsusedinthechapter::-weightedindexreturns:-weightedindexreturns:⑷Monthlylogreturnsof3Mstock:m・