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Can I read Handbook of Financial Time Series || on EtoBox?
Handbook of Financial Time Series || by Timo Teräsvirta (auth.), Thomas Mikosch, Jens-Peter Kreiß, Richard A. Davis, Torben Gustav Andersen (eds.) is a nonfiction available to read on EtoBox.
What is Handbook of Financial Time Series || about?
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 time series models to estimation, forecasting, model fitting, extreme value behavior and multivariate modeling for a wide range of GARCH, stochastic volatility, and continuous-time models. The latter are especially important for modeling high frequency and irregularly observed financial time series and provide the foundation for estimating realized volatility. Cointegration and unit roots, which are extremely important concepts for understanding and modeling nonstationary time series, and several further relevant topics in the field of financial time series (i.e. nonparametric methods, copulas, structural breaks, high frequency data, resampling and bootstrap methods, and model selection for financial time series among others) are included in detail. All contributions are clearly written and provide, in a pedagogical manner, a broad and detailed overview of the major topics within financial
Who reads Handbook of Financial Time Series ||?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Timo Teräsvirta (auth.), Thomas Mikosch, Jens-Peter Kreiß, Richard A. Davis, Torben Gustav Andersen (eds.)
- Publisher
- Springer Berlin Heidelberg : Imprint : Springer
- Published
- 2009
- Language
- EN
- ISBN
- 9781282127944
- Category
- nonfiction
- Subjects
- Finance, Computer Science, Mathematics