Handbook of Financial Time Series 2024 pdf epub mobi 电子书

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发表于2024-11-30

Handbook of Financial Time Series 2024 pdf epub mobi 电子书

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出版者:Springer-Verlag Berlin and Heidelberg GmbH & Co. K

作者:Krei??, Jens-Peter 编

出品人:

页数:1050

译者:

出版时间:2009-4-1

价格:GBP 249.99

装帧:Hardcover

isbn号码:9783540712961

丛书系列:

图书标签: 统计学数学 finance

Handbook of Financial Time Series 2024 pdf epub mobi 电子书图书描述

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. Experts present among others various aspects of the important GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. Moreover, since processes in continuous time and cointegration play a very essential role in financial modelling, both areas are addressed in detail. Finally, 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 encyclopaedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series.

Handbook of Financial Time Series 2024 pdf epub mobi 电子书

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