Handbook of Financial Time Series

• Corporate Author: SpringerLink (Online service)
• Other Authors: Mikosch, Thomas (Editor), Kreiß, Jens-Peter (Editor), Davis, Richard A. (Editor), Andersen, Torben Gustav (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Subjects: Statistics.; Economics, Mathematical.; Econometrics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Statistics and Computing/Statistics Programs.

This handbook presents a collection of survey articles from a statistical as well as an econometric point of view on the broad and still rapidly developing field of financial time series. It includes most of the relevant topics in the field, from fundamental probabilistic properties of financial tim...