The article reviews methods of inference for single and multiple change‐points in time
series, when data are of retrospective (off‐line) type. The inferential methods reviewed for a …

This new edition of this classic title, now in its seventh edition, presents a balanced and
comprehensive introduction to the theory, implementation, and practice of time series …

The idea of writing this book arose in 2000 when the first author was assigned to teach the
required course STATS 240 (Statistical Methods in Finance) in the new MS program in …

The first part of this book discusses institutions and mechanisms of algorithmic trading,
market microstructure, high-frequency data and stylized facts, time and event aggregation …

This study examines the investment strategies of Bitcoin along with equity, bonds, precious
metals and the exchange rate volatility in the context of Russia–Ukraine conflict. The study …

Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this
growing field with a unique mix of quantitative rigor and practitioner's hands-on experience …

Background The nucleus of eukaryotic cells spatially packages chromosomes into a
hierarchical and distinct segregation that plays critical roles in maintaining transcription …

Conditional value-at-risk is a popular risk measure in risk management. We study the
inference problem of conditional value-at-risk under a linear predictive regression model …

This empirical research study aims to investigate the asymmetric spillovers among crypto
and key financial assets such as gold, equity, bonds, and the dollar-to-ruble exchange rate …

This is the companion second volume to my undergraduate text Fundamentals of
Probability: A First Course. The purpose of my writing this book is to give graduate students …