Statistics of financial markets. An introduction.
From MaRDI portal
Publication:5920416
DOI10.1007/978-3-540-76272-0zbMath1146.91001OpenAlexW4297837680MaRDI QIDQ5920416
Christian M. Hafner, Wolfgang Karl Härdle, Jürgen Franke
Publication date: 30 January 2008
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-76272-0
Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) 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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