Statistics of Financial Markets

DOI10.1007/978-3-030-13751-9zbMath1432.91001OpenAlexW4229553911MaRDI QIDQ5234385

Jürgen Franke, Christian M. Hafner, Wolfgang Karl Härdle

Publication date: 26 September 2019

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-13751-9

zbMATH Keywords

time serie analysisfinancial mathematics econometrics

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) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

Related Items (2)

Asset prices with investor protection and past information ⋮ TERES: Tail Event Risk Expectile Shortfall

Uses Software

• quantlet
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