Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
"…too wonderful [a] book to be missed by any one who works in time series analysis." (Journal of Statistical Computation and Simulation, October 2006)"...an excellent account of financial time series...[for] students and especially to practitioners, who really need a book with enough...theoretical concepts...but also with plenty of intuitive insight of how exactly these models work…" (MAA Reviews, January 2, 2006)