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, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 1-5, Springer.
- Gilles Zumbach, 2013. "Notation, Naming, and General Definitions," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 7-16, Springer.
- Gilles Zumbach, 2013. "Stylized Facts," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 17-47, Springer.
- Gilles Zumbach, 2013. "Empirical Mug Shots," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 49-55, Springer.
- Gilles Zumbach, 2013. "Process Overview," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 57-67, Springer.
- Gilles Zumbach, 2013. "Logarithmic Versus Relative Random Walks," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 69-84, Springer.
- Gilles Zumbach, 2013. "ARCH Processes," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 85-128, Springer.
- Gilles Zumbach, 2013. "Stochastic Volatility Processes," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 129-141, Springer.
- Gilles Zumbach, 2013. "Regime-Switching Process," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 143-145, Springer.
- Gilles Zumbach, 2013. "Price and Volatility Using High-Frequency Data," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 147-161, Springer.
- Gilles Zumbach, 2013. "Time-Reversal Asymmetry," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 163-179, Springer.
- Gilles Zumbach, 2013. "Characterizing Heteroscedasticity," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 181-196, Springer.
- Gilles Zumbach, 2013. "The Innovation Distributions," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 197-203, Springer.
- Gilles Zumbach, 2013. "Leverage Effect," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 205-209, Springer.
- Gilles Zumbach, 2013. "Processes and Market Risk Evaluation," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 211-231, Springer.
- Gilles Zumbach, 2013. "Option Pricing," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 233-255, Springer.
- Gilles Zumbach, 2013. "The Empirical Properties of Large Covariance Matrices," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 257-272, Springer.
- Gilles Zumbach, 2013. "Multivariate ARCH Processes," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 273-294, Springer.
- Gilles Zumbach, 2013. "The Processes Compatible with the Stylized Facts," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 295-298, Springer.
- Gilles Zumbach, 2013. "Further Thoughts," Springer Finance, in: Discrete Time Series, Processes, and Applications in Finance, edition 127, chapter 0, pages 299-307, Springer.
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