Handbook of Financial Time Series
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.
Torben Andersen, Richard Davis, Jens-Peter Kreiss, Thomas Mikosch
Andersen, Torben, Richard Davis, Jens-Peter Kreiss, and Thomas Mikosch. 2009. Handbook of Financial Time Series. Berlin, Heidelberg: Springer Verlag.