general question about time-series databases

[Raif S. Berent]

My knowledge of time-series data storage problems is theoretical. I have
read that mysql and other relational db structures do not perform that well
in time-series data and that java based db's perform better.
I would like to ask anyone who has knowledge or experience in this area,
which db or what tuning they would suggest for time-series data. My
specific purpose for such a database and  data is for academic research in
the field of  bank default risk prediction models based on quarterly
financial data combined with a variety of financial market data.

Regards.