Handbook of Financial Time Series

Name: Handbook of Financial Time Series
Rating: 4 (2 reviews)

Torben Gustav Andersen · Richard A. Davis · Jens-Peter Kreiß · Thomas V. Mikosch

Apr 2009 · Springer Science & Business Media

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The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.

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