{"product_id":"handbook-of-financial-time-series-torben-gustav-andersen-9783540712961","title":"Handbook of Financial Time Series","description":"\u003cp\u003eThe Handbook of Financial Time Series provides an up-to-date overview of the field and covers all relevant topics, both from a statistical and an econometrical point of view. Experts present, among others various aspects, the important GARCH and Stochastic Volatility classes, like for example distribution properties, estimation, forecasting and extreme value theory. The book also details processes in continuous time and cointegration since both play a very essential role in financial modeling. In addition, recent developments in nonparametric methods, copulas, structural breaks, high frequency data and many more topics are included in the handbook. Many outstanding authors have contributed to this encyclopedia, making the volume an excellent source of reference for scientists and researchers working in the field of financial time series.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Torben Gustav Andersen\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3540712968\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783540712961\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 04\/01\/2009\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 1050\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 3.48lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.40h x 6.50w x 1.70d","brand":"Torben Gustav Andersen","offers":[{"title":"Hardcover","offer_id":48519796916479,"sku":"9783540712961","price":419.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_c64b3117-72a0-4681-b14a-c62586bfc2a7.jpg?v=1778738870","url":"https:\/\/www.whiterainbookhouse.com\/products\/handbook-of-financial-time-series-torben-gustav-andersen-9783540712961","provider":"WR Book House","version":"1.0","type":"link"}