Handbook of Financial Time Series

✍ Jordan Stoyanov 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 103 KB

✍ Suhasini Subba Rao 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 429 KB

Handbook of Financial Time Series Volume

Handbook of Financial Time Series Volume 1 || Copula–Based Models for Financial Time Series

✍ Mikosch, Thomas; Kreiß, Jens-Peter; Davis, Richard A.; Andersen, Torben Gustav 📂 Article 📅 2009 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 478 KB

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 || Str

Handbook of Financial Time Series || Structural Breaks in Financial Time Series

✍ Mikosch, Thomas; Kreiß, Jens-Peter; Davis, Richard A.; Andersen, Torben Gustav 📂 Article 📅 2009 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 636 KB

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.

Volatility model selection for extremes

Volatility model selection for extremes of financial time series

✍ Y. Liu; J.A. Tawn 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 461 KB

Handbook of Financial Time Series || Sem

Handbook of Financial Time Series || Semiparametric and Nonparametric ARCH Modeling

✍ Mikosch, Thomas; Kreiß, Jens-Peter; Davis, Richard A.; Andersen, Torben Gustav 📂 Article 📅 2009 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 509 KB

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 || Model Selection

✦ Synopsis