我也推荐一本 不过只适合研究生以上:P 蔡瑞胸 Analysis of Financial Time Series (Ruey S. Tsay, Wiley 2002, Financial Engineering) ISBN 0-471-41544-8 Chapter 1: Financial Time Series and Their Characteristics Chapter 2: Linear Time Series Analysis and Its Applications Chapter 3: Conditional Heteroscedastic Models Chapter 4: Nonlinear Models and Their Applications Chapter 5: High-Frequency Data Analysis and Market Microstructure Chapter 6: Continuous-Time Models and Their Applications Chapter 7: Extreme Values, Quantile Estimation, and Value at Risk Chapter 8: Multivariate Time Series Analysis and Its Applications Chapter 9: Multivariate Volatility Models and Their Applications Chapter 10: Markov Chain Monte Carlo Methods with Applications ※ 引述《arbitrageur (Yanzi)》之铭言： : Greene......应该很快就会被丢进历史的灰烬中了， : 如果不是老师或是课程需要不得不读，不如看看以下後起之秀 : Econometric Analysis of Cross Section and Panel Data : by Jeffrey M. Wooldridge : Econometrics : by Fumio Hayashi : ※ 引述《varian (vic)》之铭言： : : 最近在别的网站上看到一些书的连结 : : 给有需要的人看看吧 : : (不知有无违反版规啊....若有 请版主删了吧) : : 1. : : Greene的 Econometric : : http://pages.stern.nyu.edu/~wgreene/Text/ : : (EA5.zip就是书的压缩档, Solution5.zip就是解答的压缩档) : : 2. : : Tom M.Apostol Calculus vol Ⅰ se: : : One-Variable Calculus, with an Introduction to Linear Algebra : : http://tinyurl.com/27s5j : : 3. : : Tom M. Apostol Calculus vol Ⅱ se: : : Multi Variable Calculus and Linear Algebra, : : with Applications to Differential Equations and Probability : : http://tinyurl.com/2q2vw : : 4. : : Mathematics for Economists : : by Carl P. Simon, Lawrence Blume (Contributor) : : 习题简答全本... : : http://www.econ.jhu.edu/People/tan/mathcamp/s&b.zip --

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