Ebook Essentials of time series for financial applications: Part 2

Part 2 of ebook "Essentials of time series for financial applications" provides readers with contents including: Chapter 6 - Multivariate GARCH and conditional correlation models; Chapter 7 - Multifactor heteroskedastic models, stochastic volatility; Chapter 8 - Models with breaks, recurrent regime switching, and nonlinearities; Chapter 9 - Markov switching models; Chapter 10 - Realized volatility and covariance;...