Handbook of Financial Time Series 2009年经典

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[size=120%]Handbook of Financial Time Series
By Torben Gustav Andersen, Richard A. Davis, Jens-Peter Kreiß, Thomas Mikosch

• Publisher:   Springer
• Number Of Pages:   1050
• Publication Date:   2009-05
• ISBN-10 / ASIN:   3540712968
• ISBN-13 / EAN:   9783540712961

Product Description:

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.

Experts present among others various aspects of the important GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. Moreover, since processes in continuous time and cointegration play a very essential role in financial modelling, both areas are addressed in detail. Finally, recent developments in nonparametric methods, copulas, structural breaks, high frequency data and many more topics are included in the handbook.

Many outstanding authors have contributed to this encyclopaedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series.

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关键词：Time Series financial handbook Financia inancial overview relevant present Series others

感谢LZ分享！

有需要的朋友请尽速下载，下载的人少就要涨价喽

谢谢楼主！这是本大作。

还有下载的朋友吗？明天先涨到3元了。

希望此书能物有所值。

Handbook of Financial Time Series (Hardcover)
List Price $339.00  Website Price $271.20

这是Amazon对该书的介绍链接
http://www.amazon.com/Handbook-Financial-Time-Torben-Andersen/dp/3540712968/ref=sr_1_1?ie=UTF8&s=books&qid=1262130921&sr=8-1

下下来看看先~

希望在继续涨价前，让更多的朋友看到这本宝典并下载

确实是经典

good book,thanks