“…in my view, this is the number one reference for a course on financial econometrics...” (Statistical Papers, Vol.45, No.4, October 2004)
“…covers classical and new topics of financial econometrics…lots of examples, exercises and references at each chapter…” (Zentralblatt Math, Vol.1037, No.12, 2004)
"A textbook for graduate students of business or of mathematics with a business orientation." (Reference & Research Book News, May 2002)
"...an introductory book intended to provide a comprehensive and systematic account of financial econometric models and their application to modeling and prediciont..." (Quarterly of Applied Mathematics, Vol. LX, No. 2, June 2002)
"...an insightful and timely text…compelling reading...I would strongly consider using this text.." (Journal of Financial Research, Fall 2002)
"Always looking for a newer and better book, I will certainly enjoy having Analysis of Financial Time Series as my new primary resource." (Technometrics, Vol. 44, No. 4, November 2002)
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