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on 15 June 2017
With some previous background on general statistics and modelling, this book can be your first book on Time Series. Goes straight to the point and clear, even if explanations are austere. I liked it, and I directly applied what I was learning to my job, which is quite satisfying.
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on 15 August 2013
Personally, I think this book is not for the beginners. If you are looking for a starter, this is not for you. This however does not devalue the quality of the book. It is expensive (I paid £50.80) but worth it as it brilliantly covers useful econometric/statistical tools, which are widely used in the financial services industry even today. A basic understanding of Mathematical Statistics and Finance at least at the UG level, if not the PG level will be very helpful to fully grasp and understand the book. Furthermore, background readings in (1) understanding MCMC, (2) Gibbs Algo, (3) Bayesian Statistics and (4) probability distribution would greatly enhance your understanding and appreciation of this book.

In summary, this is a good book for researchers and junior and advanced practitioners alike.
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