Handbook of Financial Time Series

Handbook of Financial Time Series
Author: Torben Gustav Andersen
Publisher: Springer Science & Business Media
Total Pages: 1045
Release: 2009-04-21
Genre: Business & Economics
ISBN: 3540712976


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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.


Handbook of Financial Time Series
Language: en
Pages: 1045
Authors: Torben Gustav Andersen
Categories: Business & Economics
Type: BOOK - Published: 2009-04-21 - Publisher: 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 poin
Analysis of Financial Time Series
Language: en
Pages: 724
Authors: Ruey S. Tsay
Categories: Mathematics
Type: BOOK - Published: 2010-10-26 - Publisher: John Wiley & Sons

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This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of fin
Handbook of Financial Econometrics
Language: en
Pages: 809
Authors: Yacine Ait-Sahalia
Categories: Business & Economics
Type: BOOK - Published: 2009-10-19 - Publisher: Elsevier

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This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical
Handbook of Financial Time Series
Language: en
Pages: 1082
Authors: Torben Gustav Andersen
Categories:
Type: BOOK - Published: 2016-05-01 - Publisher: Springer

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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 poin
Analysis of Financial Time Series
Language: en
Pages: 576
Authors: Ruey S. Tsay
Categories: Business & Economics
Type: BOOK - Published: 2005-09-15 - Publisher: John Wiley & Sons

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Provides statistical tools and techniques needed to understandtoday's financial markets The Second Edition of this critically acclaimed text provides acomprehen