Statistics of financial markets. Exercises and solutions

DOI10.1007/978-3-642-33929-5zbMath1284.62007OpenAlexW4205551136MaRDI QIDQ455369

Szymon Borak, Brenda López-Cabrera, Wolfgang Karl Härdle

Publication date: 5 October 2012

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33929-5

Mathematics Subject Classification ID

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) Problem books (00A07)

Related Items (1)

Tail event driven networks of SIFIs

Uses Software

• Unnamed Item
• Unnamed Item

This page was built for publication: Statistics of financial markets. Exercises and solutions