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Financial Surveillance [2007]

1
Introduction to Financial Surveillance
31
Statistical Models in Finance
69
The Relation between Statistical Surveillance and Technical Analysis in Finance
93
Evaluations of Likelihood‐Based Surveillance of Volatility
115
Surveillance of Univariate and Multivariate Linear Time Series
153
Surveillance of Univariate and Multivariate Nonlinear Time Series
179
Sequential Monitoring of Optimal Portfolio Weights
211
Likelihood‐Based Surveillance for Continuous‐Time Processes
235
Conclusions and Future Directions
239
Bibliography
257
Index
263
Statistics in Practice
i
Front Matter
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