Publication:2965995

zbMath1366.91001MaRDI QIDQ2965995

Qiwei Yao, Jianqing Fan

Publication date: 6 March 2017

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G60: Numerical methods (including Monte Carlo methods)

91G70: Statistical methods; risk measures

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance

Uses Software

• R
• vars
• quantmod
• pomp
• astsa
• TSA
• urca
• Rugarch
• POET