Statistics of Financial Markets
Author | : Jürgen Franke |
Publisher | : Springer Science & Business Media |
Total Pages | : 454 |
Release | : 2004 |
ISBN-10 | : 3540216758 |
ISBN-13 | : 9783540216759 |
Rating | : 4/5 (759 Downloads) |
Book Synopsis Statistics of Financial Markets by : Jürgen Franke
Download or read book Statistics of Financial Markets written by Jürgen Franke and published by Springer Science & Business Media. This book was released on 2004 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extreme Value Theory (EVT), GARCH MODELS, Hypothesis Testing, Fitting Probability Distributions to Risk Factors and Portfolios.