This is a great book to start learning modern statistical techniques aimed at understanding financial data of all types. Readers unfamiliar with this book can see what others have said here.
To learn this material as well as possible I worked through the book's problems and exercises, wrote up my solutions, and put them in book form. I used the R statistical language to code any of the problems that required some computation. If you study from this book and are interested in purchasing my current PDF solutions you can do so for $55.00 (US dollars) via PayPal (see the link below).
Note: After you complete the purchase using PayPal you will be directed to a web page where you can immediately download the solution manual.My R Code For Various Chapters: