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Financial Surveillance

Publisher: 
John Wiley
Number of Pages: 
262
Price: 
120.00
ISBN: 
9780470061886
Date Received: 
Tuesday, February 12, 2008
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Marianne Frisén
Series: 
Statistics in Practice
Publication Date: 
2008
Format: 
Hardcover
Category: 
Anthology

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.

Publish Book: 
Modify Date: 
Tuesday, February 12, 2008

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