TY  - DATA
AU  - Hassler, Uwe
TI  - Stochastic Processes and Calculus: an Elementary Introduction with Applications 
T2  - Springer Texts in Business and Economics,
SN  - 9783319234281 (E-book)
AV  - HB 135 H37S 2016
PY  - 2016///
CY  - Cham, Switzerland
PB  - Springer International Publishing
KW  - GAME THEORY
KW  - ECONOMICS, MATHEMATICAL
KW  - STATISTICS
KW  - ECONOMICS
KW  - ECONOMETRICS
KW  - MACROECONOMICS
KW  - QUANTITATIVE FINANCE
N1  - Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Ito{8217}s Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis
UR  - https://drive.google.com/file/d/1fz9J728b078nxpIOCdlF2twcPZ4w7qCy/view?usp=sharing
ER  -