scientific article; zbMATH DE number 6781409
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Publication:5361362
zbMath1372.91126MaRDI QIDQ5361362
Peter Richmond, Przemyslaw Repetowicz
Publication date: 27 September 2017
Full work available at URL: http://www.actaphys.uj.edu.pl/fulltext?series=Reg&vol=36&page=2785
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) Analysis of variance and covariance (ANOVA) (62J10) Portfolio theory (91G10)
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