This book provides a new contemporary time series approach for econometrics and finance. In a con...

The composition of portfolios is one of the most fundamental and important methods in financial e...

There has been much demand for the statistical analysis of dependent ob servations in many fields...

This monograph provides the fundamentals of statistical inference for financial engineering and ...

The initial basis of this book was a series of my research papers, that I listed in References. I...

This book contains new aspects of model diagnostics in time series analysis, including variable s...

This book integrates the fundamentals of asymptotic theory of statistical inference for time seri...

There has been much demand for the statistical analysis of dependent ob servations in many fields...

This book presents the latest results related to one- and two-way models for time series data. An...