CONTENIDO: Financial Time Series and Their Characteristics
Linear Time Series Analysis and Its Applications
Conditional Heteroscedastic Models
Nonlinear Models and Their Applications
High-Frequency Data Analysis and Market Microstructure
Continuous-Time Models and Their Applications
Extreme Values, Quantiles, and Value at Risk
Multivariate Time Series Analysis and Its Applications
Principal Component Analysis and Factor Models
Multivariate Volatility Models and Their Applications
State-Space Models and Kalman Filter
Markov Chain Monte Carlo methods with applications
Index
