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✦   LIBER   ✦

Handbook of Financial Time Series || Multivariate GARCH Models

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

Book ID
119994310
Publisher
Springer Berlin Heidelberg
Year
2009
Tongue
German
Weight
716 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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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.