Covering Both The Statistical And Econometrical Point Of View, Various Aspects Of The GARCH And Stochastic Volatility Classes, For Example Distribution Properties, Estimation And Forecasting, Are Presented Alongside Recent Developments In Nonparametric Methods, Copulas, Structural Breaks, Etc.
Is a well-known author, some of his books are a fascination for readers like in the Handbook of Financial Time Series book, this is one of the most wanted Torben G. Andersen author readers around the world.
- 750 pages
- Handbook of Financial Time Series
- Torben G. Andersen
- 15 August 2019 Torben G. Andersen