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A Course in Time Series Analysis (ed. Pena, Tiao, & Tsay) Wiley, 2001, ISBN: 0-471-36164-X. 2. Analysis of Financial Time Series by Ruey S. Tsay, Wiley, 2002
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Analysis of Financial Time Series by Ruey S. Tsay (2002, Wiley). Solutions to Exercises of Chapter 1. Problem 1. All stock returns are in percentage.
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