Statistical inference for financial engineering
DOI10.1007/978-3-319-03497-3zbMath1285.62003OpenAlexW608951169MaRDI QIDQ2442894
Tomoyuki Amano, Hiroyuki Taniai, Masanobu Taniguchi, Hiroaki Ogata
Publication date: 1 April 2014
Published in: SpringerBriefs in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-03497-3
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) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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