From 7a73efde741d1e40793263702da63ab18deaf95c Mon Sep 17 00:00:00 2001
From: mmcky <mamckay@gmail.com>
Date: Tue, 18 Mar 2025 13:22:12 +1100
Subject: [PATCH] FIX: issue with auto_adjust in yfinance

---
 lectures/kesten_processes.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/lectures/kesten_processes.md b/lectures/kesten_processes.md
index af03df19..d242ef48 100644
--- a/lectures/kesten_processes.md
+++ b/lectures/kesten_processes.md
@@ -104,7 +104,7 @@ GARCH模型在金融应用中很常见，其中时间序列（如资产收益）
 ```{code-cell} python3
 import yfinance as yf
 
-s = yf.download('^IXIC', '2006-1-1', '2019-11-1')['Adj Close']
+s = yf.download('^IXIC', '2006-1-1', '2019-11-1', auto_adjust=False)['Adj Close']
 
 r = s.pct_change()