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
- 750 pages
- Handbook of Financial Time Series
- Torben G. Andersen
- 14 December 2018 Torben G. Andersen