The first edition of this book has received a very warm reception. A number of instructors have adopted this work as a textbook in their courses. Moreover, both novices and seasoned professionals have been using the book for selfstudy. The enthusiastic response to the book motivated a new edition. One major change is that there are now two authors. The second edition improves the book in several ways: all known errors have been corrected and changes in R have been addressed. Considerably more R code is now included. The GARCH chapter now uses the rugarch package, and in the Bayes chapter we now use JAGS in place of OpenBUGS.

这本书第一次受到热烈欢迎。许多教师已经把这本书作为他们课程的教科书。此外，无论是新手还是经验丰富的专业人士都在用这本书进行自学。人们对这本书的热烈反应促使了新版的出版。一个主要的变化是现在有两个作者。第二版在几个方面改进了这本书：所有已知的错误都被纠正了，R的变化也得到了解决。现在包含了更多的R代码。GARCH章节现在使用rugarch包，在Bayes章节中，我们现在使用JAGS来代替openbug。