scientific article; zbMATH DE number 5877732

zbMath1229.91002MaRDI QIDQ5392722

Markus Höchstötter, Frank J. Fabozzi, Sergio M. Focardi, Svetlozar T. Rachev

Publication date: 13 April 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

copulasprobabilityprobability distributionrisktime series analysisfinancelinear regressionstatisticsdependence measuredescriptive statisticsBayes' rulefinancial modelinginductive statistics

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) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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