Handbook of Financial Time Series

Handbook of Financial Time Series
Author :
Publisher : Springer Science & Business Media
Total Pages : 1045
Release :
ISBN-10 : 9783540712978
ISBN-13 : 3540712976
Rating : 4/5 (976 Downloads)

Book Synopsis Handbook of Financial Time Series by : Torben Gustav Andersen

Download or read book Handbook of Financial Time Series written by Torben Gustav Andersen and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 1045 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Handbook of Financial Time Series Related Books

Handbook of Financial Time Series
Language: en
Pages: 1045
Authors: Torben Gustav Andersen
Categories: Business & Economics
Type: BOOK - Published: 2009-04-21 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 poin
Modeling Financial Time Series with S-PLUS
Language: en
Pages: 632
Authors: Eric Zivot
Categories: Business & Economics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat
Nonlinear Modelling of High Frequency Financial Time Series
Language: en
Pages: 344
Authors: Christian L. Dunis
Categories: Business & Economics
Type: BOOK - Published: 1998-07-09 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Nonlinear Modelling of High Frequency Financial Time Series Edited by Christian Dunis and Bin Zhou In the competitive and risky environment of today's financial
High-Frequency Financial Econometrics
Language: en
Pages: 683
Authors: Yacine Aït-Sahalia
Categories: Business & Economics
Type: BOOK - Published: 2014-07-21 - Publisher: Princeton University Press

DOWNLOAD EBOOK

A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based
Econometric Forecasting and High-frequency Data Analysis
Language: en
Pages: 200
Authors: Roberto S. Mariano
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: World Scientific

DOWNLOAD EBOOK

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobe