/aofts3rd_python

Reproducing Ruey S. Tsay - Analysis of Financial Time Series, Third Edition (2010) in Python.

Primary LanguageJupyter NotebookMIT LicenseMIT

aofts3rd_python

Author: Mordor Gong

Date: 2021-03-09

Project: Analysis of Financial Time Series, Third Edition in Python.

Introduction

This project tried to reproduce the examples of Ruey S. Tsay - Analysis of Financial Time Series, Third Edition (2010) in Python.

Contents

aofts3rd_python

  • books
    • 蔡瑞胸 - 金融时间序列分析, 第3版 (图灵数学 · 统计学丛书) - 人民邮电出版社 (2012).pdf
    • Ruey S. Tsay - Analysis of Financial Time Series, Third Edition (Wiley Series in Probability and Statistics) - John Wiley & Sons (2010).pdf
  • codes
    • data
      • aa-3rv.txt
      • ...
      • etc.
    • Ch1_Financial_Time_Series_and_Their_Characteristics.ipynb

License

MIT License © Mordor Gong