Handbook of Financial Time Series

Handbook of Financial Time Series Covering both the statistical and econometrical point of view various aspects of the GARCH and stochastic volatility classes for example distribution properties estimation and forecasting are pres

  • Title: Handbook of Financial Time Series
  • Author: Torben G. Andersen
  • ISBN: 9781282127944
  • Page: 324
  • Format: ebook
  • Covering both the statistical and econometrical point of view, various aspects of the GARCH and stochastic volatility classes, for example distribution properties, estimation and forecasting, are presented alongside recent developments in nonparametric methods, copulas, structural breaks, etc.

    One thought on “Handbook of Financial Time Series”

    Leave a Reply

    Your email address will not be published. Required fields are marked *