Statistics of financial markets. Exercises and solutions

DOI10.1007/978-3-642-33929-5MaRDI QIDQ455369zbMATH OpenOpenAlexFDO

Authors Szymon Borak, Brenda López-Cabrera, Wolfgang K. Härdle

Publication date 5 October 2012

Published in Universitext (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-33929-5

Mathematics Subject Classification ID

Problem books (00A07) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited in

(3)

• Tail event driven networks of SIFIs
• Finanzmarktstatistik
• Statistics of financial markets. Exercises and solutions.

Describes a project that uses

Uses Software

• Matlab
• R

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