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Discrete Time Series, Processes, and Applications in Finance
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-31742-2
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Book Chapters
The following chapters of this book are listed in IDEAS- Gilles Zumbach, 2013. "Introduction," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Notation, Naming, and General Definitions," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Stylized Facts," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Empirical Mug Shots," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Process Overview," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Logarithmic Versus Relative Random Walks," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "ARCH Processes," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Stochastic Volatility Processes," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Regime-Switching Process," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Price and Volatility Using High-Frequency Data," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Time-Reversal Asymmetry," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Characterizing Heteroscedasticity," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "The Innovation Distributions," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Leverage Effect," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Processes and Market Risk Evaluation," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Option Pricing," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "The Empirical Properties of Large Covariance Matrices," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Multivariate ARCH Processes," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "The Processes Compatible with the Stylized Facts," Springer Finance,, Springer.
- Gilles Zumbach, 2013. "Further Thoughts," Springer Finance,, Springer.
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