Bayesian Semiparametric Stochastic Volatility Modeling

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Handbook of Financial Time Series

Handbook of Financial Time Series
Author :
Publisher : Springer Science & Business Media
Total Pages : 1045
Release :
ISBN-10 : 9783540712978
ISBN-13 : 3540712976
Rating : 4/5 (976 Downloads)

Book Synopsis Handbook of Financial Time Series by : Torben Gustav Andersen

Download or read book Handbook of Financial Time Series written by Torben Gustav Andersen and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 1045 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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