Statistics of financial markets. An introduction.

DOI10.1007/978-3-642-16521-4zbMath1211.91001OpenAlexW4300463023MaRDI QIDQ5893983

Wolfgang Karl Härdle, Jürgen Franke, Christian M. Hafner

Publication date: 3 December 2010

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-16521-4

zbMATH Keywords

time series analysisstatisticsfinancial mathematics econometrics

Mathematics Subject Classification ID

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)

Related Items (2)

Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences ⋮ Self-weighted recursive estimation of GARCH models

Uses Software

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