Thomas V Mikosch (15 results)
- Hardcover
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germanybooks4less (Versandantiquariat Petra Gros GmbH & Co. KG)
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gebundene Ausgabe. Condition: Gut. 1050 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1620.
Language: English
Published by Springer International Publishing AG, Berlin, 2009
- Hardcover
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TAPA DURA. Condition: New.
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2009
- Hardcover
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Hardcover. Condition: new. Hardcover. The Handbook of Financial Time Series provides 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, the important GARCH and Stochastic Volatility classes, like for exampl…e distribution properties, estimation, forecasting and extreme value theory. The book also details processes in continuous time and cointegration since both play a very essential role in financial modeling. In addition, 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 encyclopedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series. The Handbook of Financial Time Series provides an up-to-date overview of the field and covers all relevant topics, both from a statistical and an econometrical point of view. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Handbook of Financial Time Series
Andersen, Torben G. (EDT); Davis, Richard A. (EDT); Kreiss, Jens-peter (EDT); Mikosch, Thomas (EDT)
- Hardcover
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Handbook of Financial Time Series
Andersen, Torben G. (EDT); Davis, Richard A. (EDT); Kreiss, Jens-peter (EDT); Mikosch, Thomas (EDT)
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condition: As New. Unread book in perfect condition.
Handbook Of Financial Time Series
Andersen, Torben Gustav (Editor) / Davis, Richard A. (Editor) / Kreiß, Jens-Peter (Editor) / Mikosch, Thomas V. (Editor)
Language: English
Published by Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg, 2009
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Hardcover. Condition: Brand New. 1st edition. 1050 pages. 9.75x6.75x1.50 inches. In Stock.
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The Handbook of Financial Time Series provides 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, the important GARCH and St…ochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. The book also details processes in continuous time and cointegration since both play a very essential role in financial modeling. In addition, 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 encyclopedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series.
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2009
- Hardcover
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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Hardcover. Condition: new. Hardcover. The Handbook of Financial Time Series provides 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, the important GARCH and Stochastic Volatility classes, like for exampl…e distribution properties, estimation, forecasting and extreme value theory. The book also details processes in continuous time and cointegration since both play a very essential role in financial modeling. In addition, 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 encyclopedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series. 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. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Handbook Of Financial Time Series
Andersen, Torben Gustav (Editor) / Davis, Richard A. (Editor) / Kreiß, Jens-Peter (Editor) / Mikosch, Thomas V. (Editor)
Language: English
Published by Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg, 2009
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Hardcover. Condition: Brand New. 1st edition. 1050 pages. 9.75x6.75x1.50 inches. In Stock.
Handbook of Financial Time Series. Davis, Richard A., Torben Gustav Andersen and Jens-Peter Kreiß
Davis, Richard A., Torben Gustav Andersen and Jens-Peter Kreiß
- Hardcover
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer
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£ 697.95
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Condition: gut. 2009. Handbook of Financial Time Series. In deutscher Sprache. pages.
- Softcover
- Print on Demand
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
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Condition: new. Questo è un articolo print on demand.
Handbook of Financial Time Series
Andersen, Torben Gustav|Davis, Richard A.|Kreiß, Jens-Peter|Mikosch, Thomas V.
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Editors very well known in their area of researchMany outstanding contributorsPreamble by Nobel prize winner Robert F. EngleThe Handbook of Financial Time Series provides an up-to-date overview of the field and covers… all relevan.
Handbook of Financial Time Series
Andersen, Torben Gustav|Davis, Richard A.|Kreiß, Jens-Peter|Mikosch, Thomas
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
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£ 297.43
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Editors very well known in their area of researchMany outstanding contributorsPreamble by Nobel prize winner Robert F. EngleThe Handbook of Financial Time Series provides an up-to-date overview of the field…and covers all relevan.
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
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£ 354.77
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. It includes most of the relevant topics in t…he field, from fundamental probabilistic properties of financial time series models to estimation, forecasting, model fitting, extreme value behavior and multivariate modeling for a wide range of GARCH, stochastic volatility, and continuous-time models. The latter are especially important for modeling high frequency and irregularly observed financial time series and provide the foundation for estimating realized volatility. Cointegration and unit roots, which are extremely important concepts for understanding andmodeling nonstationary time series, and several further relevant topics in the field of financial time series (i.e. nonparametric methods, copulas, structural breaks, high frequency data, resampling and bootstrap methods, and model selection for financial time series among others) are included in detail. All contributions are clearly written and provide, in a pedagogical manner, a broad and detailed overview of the major topics within financial time series. 1080 pp. Englisch.
Language: English
Published by Springer, Springer Berlin Heidelberg Aug 2016, 2016
- Softcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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£ 354.77
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The Handbook of Financial Time Series provides 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, the important…GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. The book also details processes in continuous time and cointegration since both play a very essential role in financial modeling. In addition, 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 encyclopedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 1080 pp. Englisch.
