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Paperback Handbook of Financial Time Series Book
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ISBN: 3662518376

ISBN13: 9783662518373

Handbook of Financial Time Series

by , , , et al.
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Format: Paperback

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Book Overview

The Handbook of Financial Time Series provides an up-to-date overview of the field and covers all relevant topics, both from a statistical and an econometrical point of view. Experts present, among others various aspects, the important GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. The book also details processes in continuous time and cointegration since both...

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Business Business & Investing Economics Math Mathematics Science & Math

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