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Handbook of Financial Time Series
. Ed(S): Andersen, Torben Gustav; Davis, Richard A.; Kreiss, Jens-Peter; Mikosch, Thomas
€ 501.20
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Description for Handbook of Financial Time Series
Hardback. 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. Editor(s): Andersen, Torben Gustav; Davis, Richard A.; Kreiss, Jens-Peter; Mikosch, Thomas. Num Pages: 1050 pages, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 43. Weight in Grams: 1579.
The Handbook of Financial Time Series, edited by Andersen, Davis, Kreiss and Mikosch, is an impressive collection of survey articles by many of the leading contributors to the ?eld. These articles are mostly very clearly wr- ten and present a sweep of the literature in a coherent pedagogical manner. The level of most of the contributions is mathematically sophisticated, and I imagine many of these chapters will ?nd their way onto graduate reading lists in courses in ?nancial economics and ?nancial econometrics. In reading through these papers, I found many new insights and presentations even in areas that I know ... Read more
The Handbook of Financial Time Series, edited by Andersen, Davis, Kreiss and Mikosch, is an impressive collection of survey articles by many of the leading contributors to the ?eld. These articles are mostly very clearly wr- ten and present a sweep of the literature in a coherent pedagogical manner. The level of most of the contributions is mathematically sophisticated, and I imagine many of these chapters will ?nd their way onto graduate reading lists in courses in ?nancial economics and ?nancial econometrics. In reading through these papers, I found many new insights and presentations even in areas that I know ... Read more
Product Details
Format
Hardback
Publication date
2008
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
1050
Condition
New
Number of Pages
1050
Place of Publication
Berlin, Germany
ISBN
9783540712961
SKU
V9783540712961
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-3
Reviews for Handbook of Financial Time Series
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. ... Read more