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Statistics and Data Analysis for Financial Engineering , 2nd edn D. Ruppert and D. S. Matteson , 2015 New York , Springer 720 pp., £ 52.99 ISBN 978-1-493-92613-8

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  • Sebastian Dietz

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  • Sebastian Dietz, 2016. "Statistics and Data Analysis for Financial Engineering , 2nd edn D. Ruppert and D. S. Matteson , 2015 New York , Springer 720 pp., £ 52.99 ISBN 978-1-493-92613-8," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1132-1133, October.
    • Handle: RePEc:bla:jorssa:v:179:y:2016:i:4:p:1132-1133
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    1. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    2. Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
    3. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501, Decembrie.
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