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Financial surveillance:

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Bibliographische Detailangaben
Format:	Buch
Sprache:	English
Veröffentlicht:	Chichester Wiley 2008
Schriftenreihe:	Statistics in practice
Schlagworte:	Ökonometrisches Modell Econometric models Mathematical optimization Statistische Analyse Finanzmathematik
Online-Zugang:	Publisher description Table of contents only Contributor biographical information Inhaltsverzeichnis
Beschreibung:	Includes bibliographical references (p. [239]-256) and index
Beschreibung:	262 S. graph. Darst. 23 cm
ISBN:	9780470061886

Internformat

MARC


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Datensatz im Suchindex

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adam_text	CONTENTS LIST OF CONTRIBUTORS 1 INTRODUCTION TO FINANCIAL SURVEILLANCE MARIANNE FRISEN 2 STATISTICAL MODELS IN FINANCE * 31 HELGI TOMASSON 3 THE RELATION BETWEEN STATISTICAL SURVEILLANCE AND TECHNICAL ANALYSIS IN FINANCE* 69 DAVID BOCK' EVA ANDERSSON AND MARIANNE FRISEN 4 EVALUATIONS OF LIKELIHOOD-BASED SURVEILLANCE OF VOLATILITY* 93 DAVID BOCK 5 SURVEILLANCE OF UNIVARIATE AND MULTIVARIATE LINEAR TIME SERIES* 115 YAREMA OKHRIN AND WOLFGANG SCHMID 6 SURVEILLANCE OF UNIVARIATE AND MULTIVARIATE NONLINEAR TIME SERIES 153 YAREMA OKHRIN AND WOLFGANG SCHMID 7 SEQUENTIAL MONITORING OF OPTIMAL PORTFOLIO WEIGHTS* 179 VASYL GOLOSNOY' WOLFGANG SCHMID AND IRYNA OKHRIN 8 LIKELIHOOD-BASED SURVEILLANCE FOR CONTINUOUS-TIME PROCESSES* 211 HELGI TOMASSON 9 CONCLUSIONS AND FUTURE DIRECTIONS* 235 MARIANNE FRISEN BIBLIOGRAPHY* 239 INDEX* 257
adam_txt	CONTENTS LIST OF CONTRIBUTORS 1 INTRODUCTION TO FINANCIAL SURVEILLANCE MARIANNE FRISEN 2 STATISTICAL MODELS IN FINANCE * 31 HELGI TOMASSON 3 THE RELATION BETWEEN STATISTICAL SURVEILLANCE AND TECHNICAL ANALYSIS IN FINANCE* 69 DAVID BOCK' EVA ANDERSSON AND MARIANNE FRISEN 4 EVALUATIONS OF LIKELIHOOD-BASED SURVEILLANCE OF VOLATILITY* 93 DAVID BOCK 5 SURVEILLANCE OF UNIVARIATE AND MULTIVARIATE LINEAR TIME SERIES* 115 YAREMA OKHRIN AND WOLFGANG SCHMID 6 SURVEILLANCE OF UNIVARIATE AND MULTIVARIATE NONLINEAR TIME SERIES 153 YAREMA OKHRIN AND WOLFGANG SCHMID 7 SEQUENTIAL MONITORING OF OPTIMAL PORTFOLIO WEIGHTS* 179 VASYL GOLOSNOY' WOLFGANG SCHMID AND IRYNA OKHRIN 8 LIKELIHOOD-BASED SURVEILLANCE FOR CONTINUOUS-TIME PROCESSES* 211 HELGI TOMASSON 9 CONCLUSIONS AND FUTURE DIRECTIONS* 235 MARIANNE FRISEN BIBLIOGRAPHY* 239 INDEX* 257
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callnumber-first	H - Social Science
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discipline	Mathematik Wirtschaftswissenschaften
discipline_str_mv	Mathematik Wirtschaftswissenschaften
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physical	262 S. graph. Darst. 23 cm
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series2	Statistics in practice
spelling	Financial surveillance ed. by Marianne Frisén Chichester Wiley 2008 262 S. graph. Darst. 23 cm txt rdacontent n rdamedia nc rdacarrier Statistics in practice Includes bibliographical references (p. [239]-256) and index Ökonometrisches Modell Econometric models Mathematical optimization Statistische Analyse (DE-588)4116599-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Statistische Analyse (DE-588)4116599-8 s DE-604 Frisén, Marianne Sonstige oth http://www.loc.gov/catdir/enhancements/fy0805/2007045546-d.html Publisher description http://www.loc.gov/catdir/enhancements/fy0805/2007045546-t.html Table of contents only http://www.loc.gov/catdir/enhancements/fy0833/2007045546-b.html Contributor biographical information OEBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016657179&sequence=000005&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Financial surveillance Ökonometrisches Modell Econometric models Mathematical optimization Statistische Analyse (DE-588)4116599-8 gnd Finanzmathematik (DE-588)4017195-4 gnd
subject_GND	(DE-588)4116599-8 (DE-588)4017195-4
title	Financial surveillance
title_auth	Financial surveillance
title_exact_search	Financial surveillance
title_exact_search_txtP	Financial surveillance
title_full	Financial surveillance ed. by Marianne Frisén
title_fullStr	Financial surveillance ed. by Marianne Frisén
title_full_unstemmed	Financial surveillance ed. by Marianne Frisén
title_short	Financial surveillance
title_sort	financial surveillance
topic	Ökonometrisches Modell Econometric models Mathematical optimization Statistische Analyse (DE-588)4116599-8 gnd Finanzmathematik (DE-588)4017195-4 gnd
topic_facet	Ökonometrisches Modell Econometric models Mathematical optimization Statistische Analyse Finanzmathematik
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