Financial Surveillance

Financial Surveillance

Editor(s): Marianne Frisén

Published Online: 29 FEB 2008

Print ISBN: 9780470061886

Online ISBN: 9780470987179

DOI: 10.1002/9780470987179

About this Book

This is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds, enhancing future collaborations between the two areas, and enabling more successful prediction of financial market trends. The book discusses, in detail, schemes for different control charts and different linear and nonlinear time series models and applies methods to real data from worldwide markets, as well as including simulation studies.

Table of contents

    1. You have free access to this content
    2. You have free access to this content
    3. You have free access to this content
    4. You have free access to this content

SEARCH