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Handbook of Financial Time Series
Hardcover
Business GeneralInvesting & FinanceProbability & Statistics
ISBN13: 9783540712961
Publisher: Springer
Published: Apr 1 2009
Pages: 1050
Weight: 3.48
Height: 1.70 Width: 6.50 Depth: 9.40
Language: English
The Handbook of Financial Time Series provides 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, the important GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. The book also details processes in continuous time and cointegration since both play a very essential role in financial modeling. In addition, 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 encyclopedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series.
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