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Publication:3583418
zbMath1197.91180MaRDI QIDQ3583418
Stoyan V. Stoyanov, Sergio Ortobelli, Almira Biglova, Svetlozar T. Rachev
Publication date: 27 August 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20) Portfolio theory (91G10)
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