Handbook of financial time series /

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Bibliographic Details
Imprint:Berlin ; London : Springer, c2009.
Description:1 online resource (xxix, 1050 p.) : ill.
Subject:Finance -- Statistical methods.
Time-series analysis.
Finance -- Statistical methods.
Time-series analysis.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8889383
Hidden Bibliographic Details
Other authors / contributors:Andersen, Torben G. (Torben Gustav)
Notes:Includes bibliographical references and index.
Description based on print version record.
Summary:Offers an overview of the field financial time series and covers various relevant topics from a statistical and an econometrical point of view. This handbook presents among others various aspects of the important GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory.
Other form:Print version: Handbook of financial time series. Berlin ; London : Springer, c2009 9783540712961 3540712968