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Financial surveillance [[electronic resource] /] / edited by Marianne Frisén
| Financial surveillance [[electronic resource] /] / edited by Marianne Frisén |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina |
332.01/519
332.01519 |
| Altri autori (Persone) | FrisénMarianne |
| Collana | Statistics in practice |
| Soggetto topico |
Econometric models
Mathematical optimization |
| ISBN |
1-281-31997-X
9786611319977 0-470-98717-0 0-470-98716-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction to financial surveillance / Marianne Frisén -- Statistical models in finance / Helgi Tómasson -- The relation between statistical surveillance and technical analysis in finance / David Bock, Eva Andersson, Marianne Frisén -- 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 Tómasson -- Conclusions and future directions / Marianne Frisén. |
| Record Nr. | UNINA-9910145587603321 |
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial surveillance [[electronic resource] /] / edited by Marianne Frisén
| Financial surveillance [[electronic resource] /] / edited by Marianne Frisén |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina |
332.01/519
332.01519 |
| Altri autori (Persone) | FrisénMarianne |
| Collana | Statistics in practice |
| Soggetto topico |
Econometric models
Mathematical optimization |
| ISBN |
1-281-31997-X
9786611319977 0-470-98717-0 0-470-98716-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction to financial surveillance / Marianne Frisén -- Statistical models in finance / Helgi Tómasson -- The relation between statistical surveillance and technical analysis in finance / David Bock, Eva Andersson, Marianne Frisén -- 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 Tómasson -- Conclusions and future directions / Marianne Frisén. |
| Record Nr. | UNINA-9910829805303321 |
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial surveillance / / edited by Marianne Frisen
| Financial surveillance / / edited by Marianne Frisen |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina | 332.01/519 |
| Altri autori (Persone) | FrisénMarianne |
| Collana | Statistics in practice |
| Soggetto topico |
Econometric models
Mathematical optimization |
| ISBN |
9786611319977
9781281319975 128131997X 9780470987179 0470987170 9780470987162 0470987162 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction to financial surveillance / Marianne Frisen -- Statistical models in finance / Helgi Tomasson -- The relation between statistical surveillance and technical analysis in finance / David Bock, Eva Andersson, Marianne Frisen -- 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 Tomasson -- Conclusions and future directions / Marianne Frisen. |
| Record Nr. | UNINA-9911018818303321 |
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||