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[Universitext] Statistics of Financial Markets || Time Series with Stochastic Volatility

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Book ID
121788438
Publisher
Springer Berlin Heidelberg
Year
2008
Weight
594 KB
Category
Article
ISBN
3540762728

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πŸ“œ SIMILAR VOLUMES

Handbook of Financial Time Series || Mul
Handbook of Financial Time Series || Multivariate Stochastic Volatility
✍ Mikosch, Thomas; Kreiß, Jens-Peter; Davis, Richard A.; Andersen, Torben Gustav πŸ“‚ Article πŸ“… 2009 πŸ› Springer Berlin Heidelberg 🌐 German βš– 646 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.