Handbook of Financial Time Series - Couverture rigide

Couverture rigide

ISBN 10 : 3540712968 ISBN 13 : 9783540712961

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2009

Synopsis

The Handbook of Financial Time Series provides 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, the important GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. The book also details processes in continuous time and cointegration since both play a very essential role in financial modeling. In addition, 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 encyclopedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2009
• Langue: anglais
• ISBN 10: 3540712968
• ISBN 13: 9783540712961
• Reliure: Relié
• Nombre de pages: 1079
• Éditeur: Andersen Torben Gustav, Davis Richard A., Kreiß Jens-Peter, Mikosch Thomas V.
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne