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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.
From the reviews:
“Academic researchers and graduate students in statistics, economics and financial engineering, Industry banking, investments and insurance. ... The handbook is clearly written and provides a broad and detailed overview of the major topics within financial time series. ... serves as a good reference for the financial time series methods and will be invaluable to many researchers. It also excels in giving very clear and concise description of a number of important methodologies.” (Lasse Koskinen, International Statistical Review, Vol. 78 (1), 2010)"About this title" may belong to another edition of this title.
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Book Description Gebunden. Condition: New. 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. Seller Inventory # 4899194
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