About this book series

The aim of this series is to provide academics, students, researchers, and practitioners with information and analysis on the cutting edge of statistics and econometrics related to finance. Volumes in this series can focus on finance topics that utilize econometrics principles to obtain results, finance topics unique to statistical analysis, or topics that cut across both fields simultaneously. Each volume will provide rigorous analysis with the purpose of advancing understanding of a particular area of finance through statistics and econometrics. Volumes may include any or all of the following: modelling and analysis, empirical investigations, or description and interpretation of key software packages and methodologies. Books in the series could be research monographs, advanced textbooks, or edited volumes aimed toward statisticians, econometricians, upper-level undergraduate/graduate students studying quantitative finance or financial engineering, financial engineers, and financial analysts.
Electronic ISSN
2199-0948
Print ISSN
2199-093X
Series Editor
  • David Ruppert,
  • Jianqing Fan,
  • Eric Renault,
  • Eric Zivot

Book titles in this series

  1. State-Space Models

    Applications in Economics and Finance

    Editors:
    • Yong Zeng
    • Shu Wu
    • Copyright: 2013

    Available Renditions

    • Hard cover
    • Soft cover
    • eBook

Abstracted and indexed in

  1. zbMATH