Statistical Analysis of Financial Data in R

DOI10.1007/978-1-4614-8788-3zbMath1306.62006OpenAlexW571085999MaRDI QIDQ2849599

René A. Carmona

Publication date: 20 September 2013

Published in: Springer Texts in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-8788-3

zbMATH Keywords

time series analysisR environmentfinancial data modelingregression analysis, multivariate kernel regression

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Monte Carlo methods (65C05) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Numerical solutions to stochastic differential and integral equations (65C30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (3)

Complementarity of information obtained by Kolmogorov and Aksentijevic-Gibson complexities in the analysis of binary time series ⋮ A model-free, non-parametric method for density determination, with application to asset returns ⋮ Online Portfolio Optimization with Risk Control

Uses Software

• EVANESCE
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