𝔖 Bobbio Scriptorium
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Structural breaks in time series

✍ Scribed by Alexander Aue; Lajos Horváth


Book ID
117952955
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
609 KB
Volume
34
Category
Article
ISSN
0143-9782

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Handbook of Financial Time Series || Str
✍ 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.