E-Books durchsuchen
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