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Financial Surveillance

Marianne Frisén
Publisher: 
John Wiley
Publication Date: 
2008
Number of Pages: 
262
Format: 
Hardcover
Series: 
Statistics in Practice
Price: 
120.00
ISBN: 
9780470061886
Category: 
Anthology
We do not plan to review this book.

List of Contributors .

1. Introduction to financial surveillance (Marianne Frisén).

2. Statistical models in finance (Helgi Tómasson).

3. The relation between statistical surveillance and technical analysis.

in finance (David Bock, Eva Andersson and Marianne Frisén).

4. Evaluations of likelihood-based surveillance of volatility (David Bock).

5. Surveillance of univariate and multivariate linear time series (Y. Okhrin and W.Schmid).

6. Surveillance of univariate and multivariate nonlinear time series (Y. Okhrin and W. Schmid).

7. Sequential monitoring of optimal portfolio weights (Vasyl. Golosnoy, Wolfgang Schmid and Iryna. Okhrin).

8. Likelihood-based surveillance for continuous-time processes (Helgi T?omasson).

9 Conclusions and future directions (Marianne Frisén).

Index.

Dummy View - NOT TO BE DELETED