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Handbook of Financial Time Series || Modelling Financial High Frequency Data Using Point Processes

✍ Scribed by Mikosch, Thomas; Kreiß, Jens-Peter; Davis, Richard A.; Andersen, Torben Gustav

Book ID
120357255
Publisher
Springer Berlin Heidelberg
Year
2009
Tongue
German
Weight
597 KB
Edition
2009
Category
Article
ISBN
3540712976

No coin nor oath required. For personal study only.

✦ Synopsis

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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