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Conference Organizer Profile
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Ruey S. Tsay (PhD, University of Wisconsin-Madison)
Professor
Graduate School of Business
University of Chicago
5807 South Woodlawn Ave
University of Chicago
Chicago, IL 60637
Ph: 773-702-6750
Fax: 773-702-4485
ruey.tsay@chicagogsb.edu
personal web page
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Selected Publications
- Analysis of Financial Time Series, 2nd Edition (Wiley, 2005).
- With D. Pena and G. Tiao, A Course in Time Series Analysis (Wiley, 2001).
- With W. Min, "On canonical analysis of multivariate time series," Statistica Sinica (2005).
- With P. Galeano and D. Pena, "Outlier detection in multivariate time series by projection pursuit," Journal of the American Statistical Association (2006).
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