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  • Econometrics, Finance, and Time Series Analysis

    by Masanobu Taniguchi, Diane Pierret, Martin Schumann, Thomas A. Severini, Gautam Tripathi, Yujie Xue ...
    Series series Mathematics and Statistics (R0)
    This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robust, and leads to a new perspective. A measure of systemic risk is also developed in the energy market,which quantifies the cost of energy asset ... Read more

    $64.09 CAD