Analysis of Financial Time Series (Q5706503)
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scientific article; zbMATH DE number 2225473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analysis of Financial Time Series |
scientific article; zbMATH DE number 2225473 |
Statements
Analysis of Financial Time Series (English)
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7 November 2005
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Time series
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Finance
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Var, VARMA
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Options
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Difusion
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Extreme value
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Multiple assets
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Heavy tailed distribution
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Co-integration
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Volatility
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MCMC
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Financial factor model
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Portfolio analysis
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Kalman filter
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0.8727552
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0.8724979
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0.87032294
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