Financial Surveillance / edited by Marianne Frisen
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| | | | | | 262 pages : illustrations ; 23 cm Statistics in practice. | | 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. | | ISBN 9780470061886 | | .-ISBN 047006188X | | .-ISBN 047006188X. | | | | 1. Econometric models 2. Mathematical optimization.I. Frisen, Marianne II. Title III. Series | | http://www.loc.gov/catdir/enhancements/fy0805/2007045546-d.html | | http://www.loc.gov/catdir/enhancements/fy0805/2007045546-t.html | | http://www.loc.gov/catdir/enhancements/fy0833/2007045546-b.html | | | Library : UiTM Shah Alam; UiTM Johor; UITM Kelantan |
| | Accn No. | Item Status | Add Id | Location | SMD | Item Category | | 832152 | Shelf | | PERPUSTAKAAN SAINS DAN TEKNOLOGI TAR(P4) | BOOK | RAK TERBUKA (OPEN SHELVES) |
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