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Torben Gustav Andersen, Richard A. Davis, Jens-Peter Krei?, "Handbook of Financial Time Series"
2009 | pages: 1024 | ISBN: 3540712968 | PDF | 9,2 mb
The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
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