November 2011
Intermediate to advanced
344 pages
8h 40m
English
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Acknowledgments
Many people have played an important part (knowingly or unknowingly) in the writing of this book. Without implication, I would like to acknowledge the following people for stimulating discussions on topics covered in this book:
My coauthors, in particular Kris Jacobs, but also Torben Andersen, Jeremy Berkowitz, Tim Bollerslev, Frank Diebold, Peter Doyle, Jan Ericsson, Vihang Errunza, Bruno Feunou, Eric Ghysels, Silvia Goncalves, Rusland Goyenko, Jinyong Hahn, Steve Heston, Atsushi Inoue, Roberto Mariano, Nour Meddahi, Amrita Nain, Denis Pelletier, Til Schuermann, Torsten Sloek, Norm Swanson, Anthony Tay, and Rob Wescott.
My Rotman School colleagues, especially John Hull, Raymond Kan, Tom McCurdy, Kevin Wang, and Alan White.
My Copenhagen ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.