Companion to Tsay (2005) Analysis of Financial Time Series
Description
R companion to Tsay (2005) Analysis of Financial Time
Series, second edition (Wiley). Includes data sets, functions and
script files required to work some of the examples. Version 0.3-x
includes R objects for all data files used in the text and script
files to recreate most of the analyses in chapters 1-3 and 9 plus
parts of chapters 4 and 11.