Handbook of Financial Time Series
- Torben Gustav Andersen
- Richard A. Davis
- Jens-Peter Kreiß
- Thomas V. Mikosch
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Know about the book -
Handbook of Financial Time Series is written by Torben Gustav Andersen and published by Springer Science & Business Media. It's available with International Standard Book Number or ISBN identification 3540712976 (ISBN 10) and 9783540712978 (ISBN 13).
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. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
