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The Analysis of Time Series: An Introduction, Sixth Edition (Texts in Statistical Science)
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Applied Econometric Time Series, 2nd Edition
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Analysis of Financial Time Series
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The Econometrics of Financial Markets
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My Life as a Quant: Reflections on Physics and Finance
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Forecasting: Methods and Applications
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Introduction to Probability Models, Ninth Edition
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Introduction to Time Series and Forecasting
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Applied Econometric Time Series (Wiley Series in Probability and Mathematical Statistics)
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Analysis of Integrated and Co-integrated Time Series with R (Use R)
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New Introduction to Multiple Time Series Analysis
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A Concise Introduction to Econometrics: An Intuitive Guide
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Forecasting Economic Time Series
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Forecasting Non-Stationary Economic Time Series (Zeuthen Lectures)
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Non-Linear Time Series Models in Empirical Finance
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Forecasting Non-Stationary Economic Time Series (Zeuthen Lectures)
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