Handbook of Financial Time Series. Jens-Peter KreiГџ, Richard A. Davis, Thomas Mikosch, Torben Gustav Andersen

Handbook of Financial Time Series



Download Handbook of Financial Time Series



Handbook of Financial Time Series Jens-Peter KreiГџ, Richard A. Davis, Thomas Mikosch, Torben Gustav Andersen ebook pdf
Publisher: Springer
Language: English
Page: 1024
ISBN: 3540712968, 9783540712961

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.

Experts present among others various aspects of the important GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. Moreover, since processes in continuous time and cointegration play a very essential role in financial modelling, both areas are addressed in detail. Finally, recent developments in nonparametric methods, copulas, structural breaks, high frequency data and many more topics are included in the handbook.

Many outstanding authors have contributed to this encyclopaedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series.



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