Analysis of Financial Time Series
Latest Publications

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12

(FIVE YEARS 0)

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1

(FIVE YEARS 0)

Published By John Wiley & Sons, Inc.

0471415448, 0471264105

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Multivariate Time Series Analysis and Its Applications

Analysis of Financial Time Series ◽

10.1002/0471264105.ch8 ◽

2003 ◽

pp. 299-356

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Multivariate Time Series ◽

Series Analysis ◽

Multivariate Time Series Analysis

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High-Frequency Data Analysis and Market Microstructure

Analysis of Financial Time Series ◽

10.1002/0471264105.ch5 ◽

2003 ◽

pp. 175-220

Keyword(s):

Data Analysis ◽

Market Microstructure ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data

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Multivariate Volatility Models and Their Applications

Analysis of Financial Time Series ◽

10.1002/0471264105.ch9 ◽

2003 ◽

pp. 357-394 ◽

Cited By ~ 1

Keyword(s):

Volatility Models ◽

Multivariate Volatility

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Markov Chain Monte Carlo Methods with Applications

Analysis of Financial Time Series ◽

10.1002/0471264105.ch10 ◽

2003 ◽

pp. 395-443

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Methods

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Continuous-Time Models and Their Applications

Analysis of Financial Time Series ◽

10.1002/0471264105.ch6 ◽

2003 ◽

pp. 221-255

Keyword(s):

Continuous Time ◽

Continuous Time Models

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Extreme Values, Quantile Estimation, and Value at Risk

Analysis of Financial Time Series ◽

10.1002/0471264105.ch7 ◽

2003 ◽

pp. 256-298 ◽

Cited By ~ 1

Keyword(s):

At Risk ◽

Value At Risk ◽

Extreme Values ◽

Quantile Estimation

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Linear Time Series Analysis and Its Applications

Analysis of Financial Time Series ◽

10.1002/0471264105.ch2 ◽

2003 ◽

pp. 22-78

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Linear Time ◽

Series Analysis

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Index

Analysis of Financial Time Series ◽

10.1002/0471264105.index ◽

2003 ◽

pp. 445-448

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Nonlinear Models and Their Applications

Analysis of Financial Time Series ◽

10.1002/0471264105.ch4 ◽

2003 ◽

pp. 126-174

Keyword(s):

Nonlinear Models

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Financial Time Series and Their Characteristics

Analysis of Financial Time Series ◽

10.1002/0471264105.ch1 ◽

2003 ◽

pp. 1-21

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

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