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 poin

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of fin

This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical

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 poin

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat