书目详细信息
： Financial surveillance /
书目信息 机读格式(MARC)
| ISBN： | 9780470061886 (cloth : acid free paper) |
|---|---|
| ISBN： | 047006188X (cloth : acid free paper) |
| 编目源： | DLC DLC BAKER BWKUK YDXCP DLC |
| 题名： | Financial surveillance / edited by Marianne Frisaen. |
| 索书号： | F830.5/F917E |
| 出版发行项： | Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2008. |
| 载体形态： | 262 p. : ill. ; 23 cm. |
| 丛编说明： | Statistics in practice |
| 书目附注： | Includes bibliographical references (p. [239]-256) and index. |
| 格式化内容附注： | Introduction to financial surveillance / Marianne Frisaen -- Statistical models in finance / Helgi Taomasson -- The relation between statistical surveillance and technical analysis in finance / David Bock, Eva Andersson, Marianne Frisaen -- 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 Taomasson -- Conclusions and future directions / Marianne Frisaen. |