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Handbook of Financial Time Series

Abstract

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.

Type

Book

Author(s)

Torben Andersen, Richard Davis, Jens-Peter Kreiss, Thomas Mikosch

Date Published

2009

Citations

Andersen, Torben, Richard Davis, Jens-Peter Kreiss, and Thomas Mikosch. 2009. Handbook of Financial Time Series.

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