Analysis of financial time series
Econometrics Risk management Time-series analysis aikasarja-analyysi ekonometria riskianalyysi riskienhallinta kurssikirja sähkökirjat
Wiley
2010
3rd ed.
EISBN 9780470644553
Financial time series and their characteristics.
Linear time series.
Volatility models.
Nonlinear models and their applications.
Linear time series.
Volatility models.
Nonlinear models and their applications.
