Handbook of Financial Time Series
Richard A Davis editor Torben Gustav Andersen editor Jens-Peter Kreiß editor Thomas V Mikosch editor
Format:Paperback
Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published:23rd Aug '16
Currently unavailable, and unfortunately no date known when it will be back
This paperback, "Handbook of Financial Time Series" from Richard A Davis, Torben Gustav Andersen, Jens-Peter Kreiß & Thomas V Mikosch, was published 23rd August 2016 by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG.
From the reviews:
“Academic researchers and graduate students in statistics, economics and financial engineering, Industry banking, investments and insurance. … The handbook is clearly written and provides a broad and detailed overview of the major topics within financial time series. … serves as a good reference for the financial time series methods and will be invaluable to many researchers. It also excels in giving very clear and concise description of a number of important methodologies.” (Lasse Koskinen, International Statistical Review, Vol. 78 (1), 2ISBN: 9783662518373
Dimensions: unknown
Weight: 1599g
1050 pages
Softcover reprint of the original 1st ed. 2009