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Handbook of Financial Time Series

Handbook of Financial Time Series

Richard A. Davis, Torben Gustav Andersen, Jens-Peter Kreiß, Thomas V. Mikosch — 2009
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.
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