DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5

DOI10.1111/JTSA.12094zbMATH Open1306.00021OpenAlexW1994770534MaRDI QIDQ2937717

B. P. M. McCabe

Publication date: 12 January 2015

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12094

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) External book reviews (00A17)

Related Items (2)

Book review of: E. Zivot and J. Wang, Modeling financial time series with S-PLUS. ⋮ Discrete Time Series, Processes, and Applications in Finance

Recommendations

• Discrete time series, processes, and applications in finance. 👍 👎
• Book review of: H. Föllmer and A. Schied, Stochastic finance. An introduction in discrete time 👍 👎
• Book review of: E. Zivot and J. Wang, Modeling financial time series with S-PLUS. 👍 👎
• Review of the book Stochastic Models for Time Series by Paul Doukhan 👍 👎
• Financial Mathematics 👍 👎
• Book Reviews 👍 👎
• Discrete Time Series, Processes, and Applications in Finance 👍 👎
• HANDBOOK OF DISCRETE‐VALUED TIME SERIES, edited by R. A. Davis, S. H. Holan, R. Lund, R. and Ravishanker. Published by Hall/CRC, Boca Raton, Florida, 2015. Total number of pages: 464 . ISBN: 978‐1‐4665‐7773‐2 👍 👎
• Book Reviews 👍 👎
• Stochastic finance. An introduction in discrete time 👍 👎

This page was built for publication: DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5