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Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
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Time series econometrics
Neusser, Klaus - 2016
Persistent link: https://www.econbiz.de/10011485298
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Applied quantitative finance : theory and computational tools
Härdle, Wolfgang; Stahl, Gerhard - 2002
Persistent link: https://www.econbiz.de/10001676122
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
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Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
Persistent link: https://www.econbiz.de/10009634376
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Asset price dynamics, volatility, and prediction
Taylor, Stephen J.; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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The volatility course
Fontanills, George A.; Gentile, Tom - 2003
Persistent link: https://www.econbiz.de/10001626305
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International finance : transactions, policy, and regulation
Scott, Hal S. - 2002 - 9. ed
Persistent link: https://www.econbiz.de/10013549432
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Quantitative methods & economics
CFA Institute <Charlottesville, Va.> - 2023
Persistent link: https://www.econbiz.de/10014247699
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Bond pricing and portfolio analysis : protecting investors in the long run
La Grandville, Olivier de - 2001
Persistent link: https://www.econbiz.de/10001493589