Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory

The classical ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic charac

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced

Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applicatio