1.

Record Nr.

UNICAMPANIASUN0113921

Autore

Franke, Jurgen

Titolo

Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner

Pubbl/distr/stampa

Berlin ; Heidelberg, : Springer, 2015

Edizione

[4. ed]

Descrizione fisica

XIX, 555 p. : ill. ; 24 cm

Altri autori (Persone)

Härdle, Wolfgang Karl

Hafner, Christian Matthias

Soggetti

91Gxx - Actuarial science and mathematical finance [MSC 2020]

62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]

91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]

62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]

91B84 - Economic time series analysis [MSC 2020]

91B82 - Statistical methods; economic indices and measures [MSC 2020]

91G70 - Statistical methods; risk measures [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia