
Chapter 12 Markov Chain Monte Carlo Methods with Applications.rar
(62.65 KB)
Chapter 11 State-Space Models and Kalman Filter.rar
(8.51 KB)
Chapter 10 Multivariate Volatility Models and Their Applications.rar
(104.08 KB)
Chapter 9 Principal Component Analysis and Factor Models.rar
(89.53 KB)
Chapter 8 Multivariate Time Series Analysis and Its Applications.rar
(127.53 KB)
Chapter 7 Extreme Values, Quantile Estimation, and Value at Risk.rar
(163.09 KB)
Chapter 6 Continuous-Time Models and Their Applications.rar
(5.05 KB)
Chapter 5 High-Frequency Data Analysis and Market.rar
(1.73 MB)
Chapter 4 Nonlinear Models and Their Applications.rar
(175.76 KB)
Chapter 3 Conditional Heteroscedastic Models.rar
(227.48 KB)
Chapter 2 Linear Time Series Analysis and Its Applications.rar
(377.05 KB)
Chapter 1 Financial Time Series and Their Characteristics.rar
(423.52 KB)


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