Analysis of Financial Time Series - Wiley Series in Probability and Statistics
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Published By John Wiley & Sons, Inc.

9780471746195, 9780471690740

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Extreme Values, Quantile Estimation, and Value at Risk

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

10.1002/0471746193.ch7 ◽

2005 ◽

pp. 287-338 ◽

Keyword(s):

At Risk ◽

Value At Risk ◽

Extreme Values ◽

Quantile Estimation

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Multivariate Time Series Analysis and Its Applications

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

10.1002/0471746193.ch8 ◽

2005 ◽

pp. 339-404 ◽

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Multivariate Time Series ◽

Series Analysis ◽

Multivariate Time Series Analysis

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Conditional Heteroscedastic Models

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

10.1002/0471746193.ch3 ◽

2005 ◽

pp. 97-153 ◽

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Principal Component Analysis and Factor Models

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

10.1002/0471746193.ch9 ◽

2005 ◽

pp. 405-442

Keyword(s):

Principal Component Analysis ◽

Principal Component ◽

Component Analysis ◽

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Multivariate Volatility Models and Their Applications

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

10.1002/0471746193.ch10 ◽

2005 ◽

pp. 443-489 ◽

Keyword(s):

Volatility Models ◽

Multivariate Volatility

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Wiley Series in Probability and Statistics

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

10.1002/0471746193.scard ◽

2005 ◽

pp. 607-614 ◽

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 ◽

10.1002/0471746193.ch6 ◽

2005 ◽

pp. 251-286

Keyword(s):

Continuous Time ◽

Continuous Time Models

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Linear Time Series Analysis and Its Applications

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

10.1002/0471746193.ch2 ◽

2005 ◽

pp. 24-96

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Linear Time ◽

Series Analysis

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Markov Chain Monte Carlo Methods with Applications

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

10.1002/0471746193.ch12 ◽

2005 ◽

pp. 543-600

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Methods

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Frontmatter

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

10.1002/0471746193.fmatter ◽

2005 ◽

pp. i-xxi

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