scientific article

zbMath1248.91001MaRDI QIDQ2892692

Michael B. Miller

Publication date: 21 June 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

confidence intervalsprincipal component analysishypothesis testingprobability distributionsleast squares estimatorfactor analysislinear regressionmulticollinearitystress testingvalue at risktime series modelsbasic mathematicsbasic statisticsbasic probability theoryCholesky's decompositiondecay factorshybrid value at risk

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) General applied mathematics (00A69) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

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The relative efficiency of option hedging strategies using the third-order stochastic dominance ⋮ Testing Asymmetry in Dependence with Copula-Coskewness

Uses Software

• Excel

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