Volatility and time series econometrics: essays in honor of Robert Engle
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important for the applied statistician. On the other hand, I think that the reader should expect to not be misled especially when it comes to such matters. In my opinion, the book is a lot more suitable for the reader who already knows something about time series than as an introduction to time series analysis. Despite these shortcomings, I genuinely liked the book. The wide range of examples and the scope of models and methods covered ensure that the book covers anybody’s basic needs as well as showing where we might move to next. Knowing a little about time series and using R regularly, I learned quite a bit and found the large variety of examples are very inspiring. I think it is highly suitable as a book for anyone with some knowledge of time series and of R, and I also think that it will be useful as a supplementary textbook for introductory courses on time series.