Statistics of financial markets: an introduction
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2015
|
| Edition: | 4. ed. |
| Series: | Universitext
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Abstract |
| Physical Description: | XIX, 555 S. Ill., graph. Darst. |
| ISBN: | 9783642545382 9783642545399 |
Staff View
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Record in the Search Index
| _version_ | 1804152633865273344 |
|---|---|
| adam_text | CONTENTS
PART I OPTION PRICING
1 DERIVATIVES 3
1.1 RECOMMENDED LITERATURE 9
1.2 EXERCISES 9
2 INTRODUCTION TO OPTION MANAGEMENT 11
2.1 ARBITRAGE RELATIONS 11
2.2 PORTFOLIO INSURANCE 21
2.3 BINARY ONE-PERIOD MODEL 27
2.4 RECOMMENDED LITERATURE 32
2.5 EXERCISES 32
3 BASIC CONCEPTS OF PROBABILITY THEORY 37
3.1 REAL VALUED RANDOM VARIABLES 37
3.2 EXPECTATION AND VARIANCE 40
3.3 SKEWNESS AND KURTOSIS 41
3.4 RANDOM VECTORS, DEPENDENCE, CORRELATION 42
3.5 CONDITIONAL PROBABILITIES AND EXPECTATIONS 43
3.6 RECOMMENDED LITERATURE 45
3.7 EXERCISES 45
4 STOCHASTIC PROCESSES IN DISCRETE TIME 49
4.1 BINOMIAL PROCESSES 49
4.2 TRINOMIAL PROCESSES 53
4.3 GENERAL RANDOM WALKS 54
4.4 GEOMETRIC RANDOM WALKS 55
4.5 BINOMIAL MODELS WITH STATE DEPENDENT INCREMENTS 57
4.6 RECOMMENDED LITERATURE 57
4.7 EXERCISES 58
XIII
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STOCHASTIC INTEGRALS AND DIFFERENTIAL EQUATIONS
5.1 WIENER PROCESS
5.2 STOCHASTIC INTEGRATION
5.3 STOCHASTIC DIFFERENTIAL EQUATIONS
5.4 THE STOCK PRICE AS A STOCHASTIC PROCESS
5.5 ITO S LEMMA
5.6 RECOMMENDED LITERATURE
5.7 EXERCISES
BLACK-SCHOLES OPTION PRICING MODEL
6.1 BLACK-SCHOLES DIFFERENTIAL EQUATION
6.2 BLACK-SCHOLES FORMULA FOR EUROPEAN OPTIONS
6.2.1 NUMERICAL APPROXIMATION
6.3 SIMULATION
6.3.1 LINEAR CONGRUENTIAL GENERATOR
6.3.2 FIBONACCI GENERATORS
6.3.3 INVERSION METHOD
6.3.4 BOX-MULLER METHOD
6.3.5 MARSAGLIA METHOD
6.4 RISK MANAGEMENT AND HEDGING
6.4.1 DELTA HEDGING
6.4.2 GAMMA AND THETA
6.4.3 RHO AND VEGA
6.4.4 VOLGA AND VANNA
6.4.5 HISTORICAL AND IMPLIED VOLATILITY
6.4.6 REALISED VOLATILITY
6.5 RECOMMENDED LITERATURE
6.6 EXERCISES
BINOMIAL MODEL FOR EUROPEAN OPTIONS
7.1 COX-ROSS-RUBINSTEIN APPROACH TO OPTION PRICING...
7.2 DISCRETE DIVIDENDS
7.2.1 DIVIDENDS AS A PERCENTAGE OF THE STOCK PRICE
7.2.2 DIVIDENDS AS A FIXED AMOUNT OF MONEY
7.3 RECOMMENDED LITERATURE
7.4 EXERCISES
AMERICAN OPTIONS
8.1 ARBITRAGE RELATIONS FOR AMERICAN OPTIONS
8.2 THE TRINOMIAL MODEL
8.3 RECOMMENDED LITERATURE
8.4 EXERCISES
EXOTIC OPTIONS
9.1 COMPOUND OPTIONS, OPTION ON OPTION
9.2 CHOOSER OPTIONS OR AS YOU WISH OPTIONS
9.3 BARRIER OPTIONS
CONTENTS XV
9.4 ASIAN OPTIONS 152
9.5 LOOKBACK OPTIONS 154
9.6 CLIQUET OPTIONS 156
9.7 BASKET OPTIONS 157
9.8 RECOMMENDED LITERATURE 158
9.9 EXERCISES 158
10 INTEREST RATES AND INTEREST RATE DERIVATIVES 161
10.1 DEFINITIONS AND NOTATION 162
10.1.1 MONEY MARKET ACCOUNT 164
10.2 RISK NEUTRAL VALUATION AND NUMERAIRE MEASURES 165
10.2.1 PRINCIPLES OF RISK NEUTRAL VALUATION 165
10.2.2 CHANGE OF NUMERAIRE 166
10.2.3 EQUIVALENT MARTINGALE MEASURE 167
10.2.4 TRADITIONAL RISK NEUTRAL NUMERAIRE 168
10.2.5 OTHER CHOICES OF NUMERAIRE 169
10.3 INTEREST RATE DERIVATIVES 171
10.3.1 FORWARD RATE AGREEMENT 171
10.3.2 INTEREST RATE SWAP 171
10.3.3 THE BLACK MODEL 173
10.3.4 BOND OPTION 174
10.3.5 CAPS AND FLOORS 175
10.3.6 SWAPTION 176
10.4 INTEREST RATE MODELING 177
10.4.1 SHORT RATE MODELS 178
10.4.2 HEATH JARROW MORTON FRAMEWORK 181
10.4.3 LIBOR MARKET MODEL 184
10.5 BOND VALUATION 186
10.5.1 THE BOND VALUATION EQUATION 186
10.5.2 SOLVING THE ZERO BOND VALUATION 187
10.6 CALIBRATING INTEREST RATE MODELS 189
10.6.1 CIR MODEL: ESTIMATION 189
10.6.2 CIR MODEL: IMPLEMENTATION RESULTS 191
10.6.3 LMM: DISCRETIZATION OF THE FORWARD RATE 192
10.6.4 LMM: INSTANTANEOUS VOLATILITY FUNCTION 193
10.6.5 LMM: IMPLEMENTATION RESULTS 194
10.7 RECOMMENDED LITERATURE 195
10.8 EXERCISES 196
PART II STATISTICAL MODELS OF FINANCIAL TIME SERIES
11 INTRODUCTION: DEFINITIONS AND CONCEPTS 199
11.1 SOME DEFINITIONS 200
11.2 STATISTICAL ANALYSIS OF GERMAN AND BRITISH STOCK RETURNS 206
11.3 EXPECTATIONS AND EFFICIENT MARKETS 209
XVI CONTENTS
11.4 ECONOMETRIC MODELS: A BRIEF SUMMARY 214
11.4.1 STOCK PRICES: THE CAPM 214
11.4.2 EXCHANGE RATE: THEORY OF THE INTEREST RATE PARITY 215
11.4.3 TERM STRUCTURE: THE COX-INGERSOLL-ROSS MODEL 217
11.4.4 OPTIONS: THE BLACK-SCHOLES MODEL 220
11.4.5 THE MARKET PRICE OF RISK 221
11.5 THE RANDOM WALK HYPOTHESIS 224
11.6 UNIT ROOT TESTS 226
11.6.1 DICKEY-FULLER TEST 226
11.6.2 THE KPSS TEST 229
11.6.3 VARIANCE RATIO TESTS 231
11.7 RECOMMENDED LITERATURE 233
11.8 EXERCISES 234
12 ARIMA TIME SERIES MODELS 237
12.1 MOVING AVERAGE PROCESSES 238
12.2 AUTOREGRESSIVE PROCESS 239
12.3 ARMA MODELS 243
12.4 PARTIAL AUTOCORRELATION 244
12.5 ESTIMATION OF MOMENTS 247
12.5.1 ESTIMATION OF THE MEAN FUNCTION 248
12.5.2 ESTIMATION OF THE COVARIANCE FUNCTION 249
12.5.3 ESTIMATION OF THE ACF 250
12.6 PORTMANTEAU STATISTICS 251
12.7 ESTIMATION OF AR(/ ) MODELS 252
12.8 ESTIMATION OF MA(^) AND ARMA(/?, Q) MODELS 253
12.9 RECOMMENDED LITERATURE 258
12.10 EXERCISES 258
13 TIME SERIES WITH STOCHASTIC VOLATILITY 263
13.1 ARCH AND GARCH MODELS 265
13.1.1 ARCH(L): DEFINITION AND PROPERTIES 267
13.1.2 ESTIMATION OF ARCH(L) MODELS 274
13.1.3 ARCH(^): DEFINITION AND PROPERTIES 278
13.1.4 ESTIMATION OF AN ARCH(^) MODEL 279
13.1.5 GENERALIZED ARCH (GARCH) 280
13.1.6 ESTIMATION OF GARCH(P
, 5I)
MODELS 282
13.2 EXTENSIONS OF THE GARCH MODEL 285
13.2.1 EXPONENTIAL GARCH 285
13.2.2 THRESHOLD ARCH MODELS 287
13.2.3 RISK AND RETURNS 288
13.2.4 ESTIMATION RESULTS FOR DAX AND FTSE 100 RETURNS * 289
13.3 SHORTFALLS OF GARCH 290
13.3.1 RECENT CHALLENGES TO GARCH MODELS 290
13.3.2 VOLATILITY FORECASTING FOR DAX AND FTSE
100 RETURNS 297
CONTENTS XVII
13.4 MULTIVARIATE GARCH MODELS 298
13.4.1 THE VEC SPECIFICATION 299
13.4.2 THE BEKK SPECIFICATION 302
13.4.3 THE CCC MODEL 303
13.4.4 THE DCC MODEL 303
13.4.5 AN EMPIRICAL ILLUSTRATION 304
13.5 CONTINUOUS-TIME GARCH MODELS 307
13.5.1 COGARCH(L,L): DEFINITION AND PROPERTIES 308
13.5.2 RELATION BETWEEN GARCH AND COGARCH 309
13.5.3 ESTIMATION OF THE COGARCH( 1,1) MODEL 310
13.5.4 EXTENSIONS OF THE COGARCH MODEL 311
13.6 RECOMMENDED LITERATURE 312
13.7 EXERCISES 313
14 LONG MEMORY TIME SERIES 317
14.1 DEFINITION OF LONG RANGE DEPENDENCE 318
14.2 FRACTIONAL INTEGRATION AND LONG-MEMORY 319
14.3 LONG MEMORY AND SELF-SIMILAR PROCESSES 321
14.4 DETECTION OF THE LONG MEMORY 324
14.4.1 RESCALED RANGE AND RESCALED VARIANCE TEST 324
14.4.2 SEMIPARAMETRIC TEST 326
14.4.3 TESTS FOR SPURIOUS LONG MEMORY 326
14.5 ESTIMATION OF THE LONG MEMORY PARAMETER 327
14.5.1 EXACT MAXIMUM LIKELIHOOD ESTIMATOR 327
14.5.2 REGRESSION ON THE PERIODOGRAM 328
14.5.3 GAUSSIAN SEMIPARAMETRIC ESTIMATOR 329
14.6 LONG MEMORY MODELS 330
14.6.1 ARFIMA MODEL 330
14.6.2 GARCH LONG MEMORY MODELS 331
14.6.3 FIAPARCH MODEL 333
14.6.4 HYGARCH MODEL 334
14.7 AN EMPIRICAL ILLUSTRATION 334
14.8 RECOMMENDED LITERATURE 337
15 NON-PARAMETRIC AND FLEXIBLE TIME SERIES ESTIMATORS 339
15.1 NON-PARAMETRIC REGRESSION 340
15.2 CONSTRUCTION OF THE ESTIMATOR 342
15.3 EMPIRICAL ILLUSTRATION 344
15.4 FLEXIBLE VOLATILITY ESTIMATORS 345
15.5 PRICING OPTIONS WITH ARCH-MODELS 346
15.6 APPLICATION TO THE VALUATION OF DAX CALLS 352
15.7 RECOMMENDED LITERATURE 355
XVIII CONTENTS
PART III SELECTED FINANCIAL APPLICATIONS
16 VALUE-AT-RISK AND BACKTESTING 359
16.1 FORECAST AND VAR MODELS 360
16.2 BACKTESTING WITH EXPECTED SHORTFALL 363
16.3 BACKTESTING IN ACTION 364
16.4 RECOMMENDED LITERATURE 369
16.5 EXERCISES 369
17 COPULAE AND VALUE AT RISK 373
17.1 COPULAE 375
17.2 COPULA CLASSES 377
17.2.1 SIMPLEST COPULAE 378
17.2.2 ELLIPTICAL COPULAE 378
17.2.3 ARCHIMEDEAN COPULAE 382
17.2.4 HIERARCHICAL ARCHIMEDEAN COPULAE 385
17.2.5 GENERALIZATIONS 386
17.3 MONTE CARLO SIMULATION 387
17.3.1 CONDITIONAL INVERSE METHOD 387
17.3.2 MARSHAL-OLKIN METHOD 391
17.4 COPULA ESTIMATION 391
17.4.1 FULL MAXIMUM LIKELIHOOD ESTIMATION 393
17.4.2 INFERENCE FOR MARGINS 393
17.4.3 CANONICAL MAXIMUM LIKELIHOOD 394
17.4.4 GAUSSIAN COPULA ESTIMATION 395
17.4.5 F-COPULA ESTIMATION 396
17.5 ASSET ALLOCATION 396
17.6 VALUE-AT-RISK OF THE PORTFOLIO RETURNS 397
17.6.1 VAR OF THE P&L 401
17.6.2 THREE-DIMENSIONAL PORTFOLIO 405
17.7 RECOMMENDED LITERATURE 408
17.8 EXERCISES 411
18 STATISTICS OF EXTREME RISKS 413
18.1 RISK MEASURES 413
18.2 DATA DESCRIPTION 415
18.3 ESTIMATION METHODS 418
18.3.1 THE BLOCK MAXIMA METHOD 419
18.3.2 THE PEAKS-OVER-THRESHOLD (POT) METHOD 429
18.4 BACKTESTING 440
18.5 EVT FOR TIME SERIES 441
18.6 RECOMMENDED LITERATURE 446
18.7 EXERCISES 447
CONTENTS XIX
19 NEURAL NETWORKS 451
19.1 FROM PERCEPTRON TO NON-LINEAR NEURON 452
19.2 BACK PROPAGATION 459
19.3 NEURAL NETWORKS IN NON-PARAMETRIC REGRESSION ANALYSIS 461
19.4 FORECASTS OF FINANCIAL TIME SERIES WITH NEURAL NETWORKS 467
19.5 QUANTIFYING RISK WITH NEURAL NETWORKS 471
19.6 RECOMMENDED LITERATURE 475
20 VOLATILITY RISK OF OPTION PORTFOLIOS 477
20.1 DESCRIPTION OF THE DATA 478
20.2 PRINCIPAL COMPONENT ANALYSIS OF THE VDAX S DYNAMICS 481
20.3 STABILITY ANALYSIS OF THE VDAX S DYNAMICS 483
20.4 MEASURE OF THE IMPLIED VOLATILITY S RISK 485
20.5 RECOMMENDED LITERATURE 487
20.6 EXERCISES 487
21 NON-PARAMETRIC ESTIMATORS FOR THE PROBABILITY OF DEFAULT 491
21.1 LOGISTIC REGRESSION 491
21.2 SEMI-PARAMETRIC MODEL FOR CREDIT RATING 493
21.3 CREDIT RATINGS WITH NEURAL NETWORKS 497
22 CREDIT RISK MANAGEMENT AND CREDIT DERIVATIVES 499
22.1 BASIC CONCEPTS 499
22.2 THE BERNOULLI MODEL 501
22.3 THE POISSON MODEL 502
22.3.1 BERNOULLI VS. POISSON 503
22.4 THE INDUSTRIAL MODELS 504
22.4.1 CREDITMETRICS* AND KMV MODELS 504
22.4.2 CREDITRISK
1
MODEL 505
22.4.3 OTHER MODELS 507
22.5 ONE FACTOR MODELS 508
22.6 COPULAE AND LOSS DISTRIBUTIONS 510
22.7 COLLATERALIZED DEBT OBLIGATIONS 514
22.8 EXERCISES 521
A TECHNICAL APPENDIX 523
A.L INTEGRATION THEORY 523
A.2 PORTFOLIO STRATEGIES 527
SYMBOLS AND NOTATIONS 535
REFERENCES 539
INDEX 551
STATISTICS OF FINANCIAL MARKETS
/ FRANKE, JUERGEN
: 2015
ABSTRACT / INHALTSTEXT
NOW IN ITS FOURTH EDITION, THIS BOOK OFFERS A DETAILED YET CONCISE
INTRODUCTION TO THE GROWING FIELD OF STATISTICAL APPLICATIONS IN
FINANCE. THE READER WILL LEARN THE BASIC METHODS OF EVALUATING OPTION
CONTRACTS, ANALYZING FINANCIAL TIME SERIES, SELECTING PORTFOLIOS AND
MANAGING RISKS BASED ON REALISTIC ASSUMPTIONS ABOUT MARKET BEHAVIOR. THE
FOCUS IS BOTH ON THE FUNDAMENTALS OF MATHEMATICAL FINANCE AND FINANCIAL
TIME SERIES ANALYSIS, AND ON APPLICATIONS TO GIVEN PROBLEMS CONCERNING
FINANCIAL MARKETS, THUS MAKING THE BOOK THE IDEAL BASIS FOR LECTURES,
SEMINARS AND CRASH COURSES ON THE TOPIC. FOR THIS NEW EDITION THE BOOK
HAS BEEN UPDATED AND EXTENSIVELY REVISED AND NOW INCLUDES SEVERAL NEW
ASPECTS, E.G. NEW CHAPTERS ON LONG MEMORY MODELS, COPULAE AND CDO
VALUATION. PRACTICAL EXERCISES WITH SOLUTIONS HAVE ALSO BEEN ADDED. BOTH
R AND MATLAB CODE, TOGETHER WITH THE DATA, CAN BE DOWNLOADED FROM THE
BOOK’S PRODUCT PAGE AND WWW.QUANTLET.DE
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Franke, Jürgen 1952- Härdle, Wolfgang 1953- Hafner, Christian M. 1967- |
| author_GND | (DE-588)141577177 (DE-588)110357116 (DE-588)115629793 |
| author_facet | Franke, Jürgen 1952- Härdle, Wolfgang 1953- Hafner, Christian M. 1967- |
| author_role | aut aut aut |
| author_sort | Franke, Jürgen 1952- |
| author_variant | j f jf w h wh c m h cm cmh |
| building | Verbundindex |
| bvnumber | BV042145838 |
| classification_rvk | QK 600 |
| ctrlnum | (OCoLC)888457526 (DE-599)BVBBV042145838 |
| discipline | Wirtschaftswissenschaften |
| edition | 4. ed. |
| format | Book |
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| genre | (DE-588)4123623-3 Lehrbuch gnd-content |
| genre_facet | Lehrbuch |
| id | DE-604.BV042145838 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T01:13:49Z |
| institution | BVB |
| isbn | 9783642545382 9783642545399 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027585726 |
| oclc_num | 888457526 |
| open_access_boolean | |
| owner | DE-521 DE-945 DE-188 DE-355 DE-BY-UBR DE-473 DE-BY-UBG DE-N2 DE-634 |
| owner_facet | DE-521 DE-945 DE-188 DE-355 DE-BY-UBR DE-473 DE-BY-UBG DE-N2 DE-634 |
| physical | XIX, 555 S. Ill., graph. Darst. |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Springer |
| record_format | marc |
| series2 | Universitext |
| spelling | Franke, Jürgen 1952- Verfasser (DE-588)141577177 aut Statistics of financial markets an introduction Jürgen Franke ; Wolfgang Karl Härdle ; Christian Matthias Hafner 4. ed. Berlin [u.a.] Springer 2015 XIX, 555 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Universitext Statistik (DE-588)4056995-0 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf CD-ROM (DE-588)4139307-7 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Financial Engineering (DE-588)4208404-0 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Financial Engineering (DE-588)4208404-0 s Finanzmathematik (DE-588)4017195-4 s DE-604 Kreditmarkt (DE-588)4073788-3 s Optionspreistheorie (DE-588)4135346-8 s Mathematisches Modell (DE-588)4114528-8 s Statistik (DE-588)4056995-0 s CD-ROM (DE-588)4139307-7 s 1\p DE-604 Härdle, Wolfgang 1953- Verfasser (DE-588)110357116 aut Hafner, Christian M. 1967- Verfasser (DE-588)115629793 aut Erscheint auch als Online-Ausgabe 10.1007/978-3-642-54539-9 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027585726&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027585726&sequence=000005&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Franke, Jürgen 1952- Härdle, Wolfgang 1953- Hafner, Christian M. 1967- Statistics of financial markets an introduction Statistik (DE-588)4056995-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd CD-ROM (DE-588)4139307-7 gnd Optionspreistheorie (DE-588)4135346-8 gnd Financial Engineering (DE-588)4208404-0 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4114528-8 (DE-588)4139307-7 (DE-588)4135346-8 (DE-588)4208404-0 (DE-588)4073788-3 (DE-588)4017195-4 (DE-588)4123623-3 |
| title | Statistics of financial markets an introduction |
| title_auth | Statistics of financial markets an introduction |
| title_exact_search | Statistics of financial markets an introduction |
| title_full | Statistics of financial markets an introduction Jürgen Franke ; Wolfgang Karl Härdle ; Christian Matthias Hafner |
| title_fullStr | Statistics of financial markets an introduction Jürgen Franke ; Wolfgang Karl Härdle ; Christian Matthias Hafner |
| title_full_unstemmed | Statistics of financial markets an introduction Jürgen Franke ; Wolfgang Karl Härdle ; Christian Matthias Hafner |
| title_short | Statistics of financial markets |
| title_sort | statistics of financial markets an introduction |
| title_sub | an introduction |
| topic | Statistik (DE-588)4056995-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd CD-ROM (DE-588)4139307-7 gnd Optionspreistheorie (DE-588)4135346-8 gnd Financial Engineering (DE-588)4208404-0 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Statistik Mathematisches Modell CD-ROM Optionspreistheorie Financial Engineering Kreditmarkt Finanzmathematik Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027585726&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027585726&sequence=000005&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT frankejurgen statisticsoffinancialmarketsanintroduction AT hardlewolfgang statisticsoffinancialmarketsanintroduction AT hafnerchristianm statisticsoffinancialmarketsanintroduction |