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Discrete time series, processes, and applications in finance

Zumbach, Gilles O. - 2013

-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …

Persistent link: https://www.econbiz.de/10009634376

Quantitative risk management : concepts, techniques and tools

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005

Persistent link: https://www.econbiz.de/10002934295

Applied quantitative finance : theory and computational tools

Härdle, Wolfgang; Stahl, Gerhard - 2002

Persistent link: https://www.econbiz.de/10001676122

New introduction to multiple time series analysis

Lütkepohl, Helmut - 2006

Persistent link: https://www.econbiz.de/10001768634

New Introduction to Multiple Time Series Analysis

Lütkepohl, Helmut - 2005

Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner