Handbook of Financial Time Series
- ISBN-10
- 3540712976
- ISBN-13
- 9783540712978
- Category
- Business & Economics
- Pages
- 1050
- Language
- English
- Published
- 2009-04-21
- Publisher
- Springer Science & Business Media
- Authors
- Richard A. Davis, Thomas V. Mikosch, Torben Gustav Andersen
Description
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.
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