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An introduction to analysis of financial data with R

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A time series approach to option pricing : models, methods and empirical performances

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New introduction to multiple time series analysis

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Discrete time series, processes, and applications in finance

Zumbach, Gilles O. - 2013

the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior …-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book …

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New Introduction to Multiple Time Series Analysis

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