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Publication:3641966
zbMath1199.91237MaRDI QIDQ3641966
J. Zhang, Jun Chai, Dominique Guégan
Publication date: 11 November 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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) Measures of association (correlation, canonical correlation, etc.) (62H20) Derivative securities (option pricing, hedging, etc.) (91G20)
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