Analysis and Modelling of Financial Time Series
HU Xi-jian · Shinjang dashösi ilmiy jurnili · 2007
In this paper,we introduced the important theories and methods for analysis and modelling in financial time series,and discussed emphatically the modelling methods and tools developed over twenty years in non-stationary time series,and presented some further research topics.Finally,we fulfilled an empirical analysis to the log-return time series from Shanghai stock market