Analysis of Financial Time Series - Wiley Series in Probability and Statistics
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(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By John Wiley & Sons, Inc.

9780470644560, 9780470414354

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

High-Frequency Data Analysis and Market Microstructure

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.ch5 ◽

2010 ◽

pp. 231-285

Keyword(s):

Data Analysis ◽

Market Microstructure ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data

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Conditional Heteroscedastic Models

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.ch3 ◽

2010 ◽

pp. 109-173 ◽

Cited By ~ 2

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Wiley Series in Probability and Statistics

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.scard ◽

2010 ◽

pp. 678-686 ◽

Cited By ~ 1

Keyword(s):

Probability And Statistics

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Continuous-Time Models and Their Applications

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.ch6 ◽

2010 ◽

pp. 287-323

Keyword(s):

Continuous Time ◽

Continuous Time Models

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State-Space Models and Kalman Filter

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.ch11 ◽

2010 ◽

pp. 557-611

Keyword(s):

Kalman Filter ◽

State Space ◽

State Space Models

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Nonlinear Models and Their Applications

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.ch4 ◽

2010 ◽

pp. 175-229

Keyword(s):

Nonlinear Models

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Frontmatter

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.fmatter ◽

2010 ◽

pp. i-xxiii

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Financial Time Series and Their Characteristics

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.ch1 ◽

2010 ◽

pp. 1-27 ◽

Cited By ~ 2

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

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Index

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.index ◽

2010 ◽

pp. 673-677

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Principal Component Analysis and Factor Models

Analysis of Financial Time Series - Wiley Series in Probability and Statistics ◽

10.1002/9780470644560.ch9 ◽

2010 ◽

pp. 467-504 ◽

Cited By ~ 1

Keyword(s):

Principal Component Analysis ◽

Principal Component ◽

Component Analysis ◽

Factor Models

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Analysis of Financial Time Series - Wiley Series in Probability and StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By John Wiley & Sons, Inc.

High-Frequency Data Analysis and Market Microstructure

Conditional Heteroscedastic Models

Wiley Series in Probability and Statistics

Continuous-Time Models and Their Applications

State-Space Models and Kalman Filter

Nonlinear Models and Their Applications

Frontmatter

Financial Time Series and Their Characteristics

Index

Principal Component Analysis and Factor Models

Analysis of Financial Time Series - Wiley Series in Probability and Statistics
Latest Publications