Book Review: Analysis of Financial Time Series, Second Edition

By W. Freiberger. 2008

63 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/b2b3c58f7b4fcea2a26976a78e063573e3fc4fd6

How researchers see this paper

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In Economics and Econometrics

1. T. C. Chiang
2. Jiandong Li
3. Lin Tan
4. Edward F. Nelling
5. Zhou Zhou
6. Maria L. Rizzo
7. G'abor J. Sz'ekely
8. Tao Chen

Citations in the corpus

• Heteroscedasticity and Autocorrelation Robust Structural Change Detection (2013, methodology): “The interest rate series was used in Tsay (2005) to demonstrate time series regression and stationary linear time series models.”
• Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications (2013, background): “Harvey (1990), Hamilton (1994), and Tsay (2005) provide a detailed description of the Kalman filter estimation.”