Handbook of Financial Time Series edited by Torben Gustav Andersen, Richard A. Davis, Jens-Peter Kreiß, Thomas V. Mikosch.

This handbook presents a collection of survey articles from a statistical as well as an econometric point of view on the broad and still rapidly developing field of financial time series. It includes most of the relevant topics in the field, from fundamental probabilistic properties of financial tim...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Andersen, Torben Gustav (Editor), Davis, Richard A. (Editor), Kreiß, Jens-Peter (Editor), Mikosch, Thomas V. (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edition:1st ed. 2009.
Series:Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.