Start of Main Content
Author(s)

Torben Gustav Andersen

Richard Davis

Jens-Peter Kreiss

Thomas Mikosch

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.
Date Published: 2009
Citations: Andersen, Torben Gustav, Richard Davis, Jens-Peter Kreiss, Thomas Mikosch. 2009. Handbook of Financial Time Series.