Time Series Specification, Manipulation and Visualization in S-PLUS -- Time Series Concepts -- Unit Root Tests -- Modeling Extreme Values -- Time Series Regression Modeling -- Univariate GARCH Models -- Modeling Long Memory Time Series -- Rolling Analysis -- Systems of Regression Equations -- Vector Autoregressive Models -- Multivariate GARCH Models -- State Space Models -- Factor Models for Asset Returns -- Robust Statistical Methods in Finance -- Modeling Fixed Income Time Series.