Analysis of financial time series : financial econometrics
Year of publication: |
2001
|
---|---|
Authors: | Tsay, Ruey S. |
Publisher: |
New York : Wiley |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Finanzmarktökonometrie | Financial econometrics | Finanzmarkt | Financial market |
Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
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Relative Stärke als Entscheidungskriterium auf Futures-Märkten
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Essays on multivariate modelling of financial markets using copula and sentiment networks
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Modelling and forecasting high frequency financial data
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On diagnostic checking of vector ARMA-GARCH models with Gaussian and Student-t innovations
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Nonlinearity in High-Frequency Financial Data and Hierarchical Models
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Clustering Multiple Time Series with Structural Breaks
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