Handbook of Financial Time Series
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44

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17

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Published By Springer Berlin Heidelberg

9783540712961, 9783540712978

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Realized Volatility

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_24 ◽

2009 ◽

pp. 555-575 ◽

Cited By ~ 41

Author(s):

Torben G. Andersen ◽

Timo Teräsvirta

Keyword(s):

Realized Volatility

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An Overview of Interest Rate Theory

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_27 ◽

2009 ◽

pp. 615-651 ◽

Cited By ~ 2

Author(s):

Tomas Björk

Keyword(s):

Interest Rate ◽

Rate Theory

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Option Pricing

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_26 ◽

2009 ◽

pp. 599-613 ◽

Cited By ~ 2

Author(s):

Jan Kallsen

Keyword(s):

Option Pricing

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Parametric Inference for Discretely Sampled Stochastic Differential Equations

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_23 ◽

2009 ◽

pp. 531-553 ◽

Cited By ~ 6

Author(s):

Michael Sørensen

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parametric Inference

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Nonparametric Modeling in Financial Time Series

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_40 ◽

2009 ◽

pp. 927-952 ◽

Cited By ~ 3

Author(s):

Jürgen Franke ◽

Jens-Peter Kreiss ◽

Enno Mammen

Keyword(s):

Time Series ◽

Financial Time Series ◽

Nonparametric Modeling ◽

Financial Time

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Resampling and Subsampling for Financial Time Series

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_42 ◽

2009 ◽

pp. 983-999 ◽

Cited By ~ 4

Author(s):

Efstathios Paparoditis ◽

Dimitris N. Politis

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

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Model Selection

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_39 ◽

2009 ◽

pp. 889-925 ◽

Cited By ~ 12

Author(s):

Hannes Leeb ◽

Benedikt M. Pötscher

Keyword(s):

Model Selection

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An Overview of Asset–Price Models

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_17 ◽

2009 ◽

pp. 403-419

Author(s):

Peter J. Brockwell

Keyword(s):

Asset Price

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Practical Issues in the Analysis of Univariate GARCH Models

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_5 ◽

2009 ◽

pp. 113-155 ◽

Cited By ~ 40

Author(s):

Eric Zivot

Keyword(s):

Garch Models

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An Introduction to Univariate GARCH Models

Handbook of Financial Time Series ◽

10.1007/978-3-540-71297-8_1 ◽

2009 ◽

pp. 17-42 ◽

Cited By ~ 40

Author(s):

Timo Teräsvirta

Keyword(s):

Garch Models

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