Time Series
1. Time Domain and Frequency Domain Analysis
1.1 Autocovariance and Autocorrelation Function
1.2 The Periodogram and the Spectrum of a Series
2. Linear Models
2.1 Autoregressive Models
2.2 Autoregressive Moving Average Models
2.3 Estimating ARMA Processes
3. Nonlinear Models
3.1 Several Examples of Nonlinear Models
3.2 Nonlinearity in the Conditional Second Moments
3.3 Estimating ARCH Models
3.4 Testing for ARCH
Bibliography