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Handbook of Financial Time Series
other
Editor(s):
Thomas Mikosch
,
Jens-Peter Kreiß
,
Richard A. Davis
,
Torben Gustav Andersen
Publication date
(Print):
2009
Publisher:
Springer Berlin Heidelberg
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The Handbook of Systems Thinking
Author and book information
Book
ISBN (Print):
978-3-540-71296-1
ISBN (Electronic):
978-3-540-71297-8
Publication date (Print):
2009
DOI:
10.1007/978-3-540-71297-8
SO-VID:
a92824f7-3d4a-4b59-a95a-17dead9d1cb6
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Book chapters
pp. 43
Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
pp. 201
Multivariate GARCH Models
pp. 233
Stochastic Volatility: Origins and Overview
pp. 365
Multivariate Stochastic Volatility
pp. 457
Lévy–Driven Continuous–Time ARMA Processes
pp. 555
Realized Volatility
pp. 753
Value–at–Risk Models
pp. 767
Copula–Based Models for Financial Time Series
pp. 801
Evaluating Volatility and Correlation Forecasts
pp. 953
Modelling Financial High Frequency Data Using Point Processes
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