Statistics of financial markets. An introduction

DOI10.1007/978-3-642-54539-9zbMath1305.91001OpenAlexW4301132255MaRDI QIDQ2255401

Jürgen Franke, Christian M. Hafner, Wolfgang Karl Härdle

Publication date: 16 February 2015

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-54539-9

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

Related Items (4)

Analysis of shares frequency components on daily value-at-risk in emerging and developed markets ⋮ A double clustering algorithm for financial time series based on extreme events ⋮ Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid ⋮ Mark to market value at risk

Uses Software

• Unnamed Item
• Unnamed Item

This page was built for publication: Statistics of financial markets. An introduction