Statistics of financial markets. An introduction.
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Publication:5917546
zbMath1059.91001MaRDI QIDQ5917546
Christian M. Hafner, Jürgen Franke, Wolfgang Karl Härdle
Publication date: 4 October 2004
Published in: Universitext (Search for Journal in Brave)
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) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)
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