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Nonlinear Time Series: Semiparametric and Nonparametric Methods

✍ Scribed by Sreenivasan Ravi


Book ID
111038653
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
119 KB
Volume
172
Category
Article
ISSN
0964-1998

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Handbook of Financial Time Series || Sem
✍ 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.