  Prices of commodities or assets produce what is called time-series. Different
kinds of financial time-series have been recorded and studied for decades.
Nowadays, all transactions on a financial market are recorded, leading to a
huge amount of data available, either for free in the Internet or commercially.
Financial time-series analysis is of great interest to practitioners as well as
to theoreticians, for making inferences and predictions. Furthermore, the
stochastic uncertainties inherent in financial time-series and the theory
needed to deal with them make the subject especially interesting not only to
economists, but also to statisticians and physicists. While it would be a
formidable task to make an exhaustive review on the topic, with this review we
try to give a flavor of some of its aspects.
