Discrete time series, processes, and applications in finance.

DOI10.1007/978-3-642-31742-2zbMath1263.62116OpenAlexW628807176MaRDI QIDQ444333

Gilles Zumbach

Publication date: 14 August 2012

Published in: Springer Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-31742-2

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) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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