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03_Exploring_financial_time_series.R
03_Ljung-Box_test_of_serial_independence.R
03_Multivariate_stylized_facts.R
03_Testing_univariate_normality.R
03_Univariate_stylized_facts.R
README

README

### Suggested order of R Scripts for Chapter 3

03_Exploring_financial_time_series.R
   Loading, exploring, merging, aggregating and presenting financial time series
03_Ljung-Box_test_of_serial_independence.R
   Ljung-Box tests of independence
03_Univariate_stylized_facts.R
   Illustrates univariate stylized facts for financial return series
03_Testing_univariate_normality.R
   Univariate tests of normality, data application and uniformity of p-values
03_Multivariate_stylized_facts.R
   Illustrates multivariate stylized facts for financial return series
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