Statistics of Financial Markets

Statistics of Financial Markets
Author :
Publisher : Springer Science & Business Media
Total Pages : 454
Release :
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.


Statistics of Financial Markets Related Books

Statistics of Financial Markets
Language: en
Pages: 454
Authors: Jürgen Franke
Categories: Business & Economics
Type: BOOK - Published: 2004 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Extreme Value Theory (EVT), GARCH MODELS, Hypothesis Testing, Fitting Probability Distributions to Risk Factors and Portfolios.
Statistics of Financial Markets
Language: en
Pages: 266
Authors: Szymon Borak
Categories: Business & Economics
Type: BOOK - Published: 2013-01-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Practice makes perfect. Therefore the best method of mastering models is working with them. This book contains a large collection of exercises and solutions whi
Statistical Models and Methods for Financial Markets
Language: en
Pages: 363
Authors: Tze Leung Lai
Categories: Business & Economics
Type: BOOK - Published: 2008-09-08 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M.
The Statistical Mechanics of Financial Markets
Language: en
Pages: 227
Authors: Johannes Voit
Categories: Science
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and go
Statistics of Financial Markets
Language: en
Pages: 238
Authors: Szymon Borak
Categories: Mathematics
Type: BOOK - Published: 2010-06-21 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Practice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions whic