LEADER 03071nam 2200589 a 450 001 9910829805303321 005 20170815114600.0 010 $a1-281-31997-X 010 $a9786611319977 010 $a0-470-98717-0 010 $a0-470-98716-2 035 $a(CKB)1000000000408661 035 $a(EBL)351135 035 $a(OCoLC)244636742 035 $a(SSID)ssj0000155094 035 $a(PQKBManifestationID)11148918 035 $a(PQKBTitleCode)TC0000155094 035 $a(PQKBWorkID)10098425 035 $a(PQKB)10414069 035 $a(MiAaPQ)EBC351135 035 $a(PPN)15803614X 035 $a(EXLCZ)991000000000408661 100 $a20071105d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aFinancial surveillance$b[electronic resource] /$fedited by Marianne Frise?n 210 $aChichester, England ;$aHoboken, NJ $cJohn Wiley & Sons$dc2008 215 $a1 online resource (274 p.) 225 1 $aStatistics in practice 300 $aDescription based upon print version of record. 311 $a0-470-06188-X 320 $aIncludes bibliographical references (p. [239]-256) and index. 327 $aIntroduction to financial surveillance / Marianne Frise?n -- Statistical models in finance / Helgi To?masson -- The relation between statistical surveillance and technical analysis in finance / David Bock, Eva Andersson, Marianne Frise?n -- Evaluations of likelihood-based surveillance of volatility / David Bock -- Surveillance of univariate and multivariate linear time series / Yarema Okhrin and Wolfgang Schmid -- Surveillance of univariate and multivariate nonlinear time series / Yarema Okhrin and Wolfgang Schmid -- Sequential monitoring of optimal portfolio weights / Vasyl Golosnoy, Wolfgang Schmid and Iryna Okhrin -- Likelihood-based surveillance for continuous-time processes / Helgi To?masson -- Conclusions and future directions / Marianne Frise?n. 330 $aThis is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds, enhancing future collaborations between the two areas, and enabling more successful prediction of financial market trends. The book discusses, in detail, schemes for different control charts and different linear and nonlinear time series models and applies methods to real data from worldwide markets, as well as including simulation studies. 410 0$aStatistics in practice. 606 $aEconometric models 606 $aMathematical optimization 615 0$aEconometric models. 615 0$aMathematical optimization. 676 $a332.01/519 676 $a332.01519 701 $aFrise?n$b Marianne$01717093 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910829805303321 996 $aFinancial surveillance$94112943 997 $aUNINA