Cover -- Title Page -- Copyright -- Contents -- Chapter 1 Classical Time Series Models and Financial Series -- 1.1 Stationary Processes -- 1.2 ARMA and ARIMA Models -- 1.3 Financial Series -- 1.4 Random Variance Models -- 1.5 Bibliographical Notes -- 1.6 Exercises -- Part I Univariate GARCH...

Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner