Handbook of Financial Time Series

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 tim...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Mikosch, Thomas. (Editor), Krei<U+00df>, Jens-Peter. (Editor), Davis, Richard A. (Editor), Andersen, Torben Gustav. (Editor)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-71297-8