Statistics of financial markets. Exercises and solutions.

DOI10.1007/978-3-642-11134-1MaRDI QIDQ962974zbMATH OpenOpenAlexFDO

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

Publication date 7 April 2010

Published in Universitext (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-11134-1

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) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Statistical methods; risk measures (91G70)

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Cited in

(4)

• Bootstrap confidence bands and partial linear quantile regression
• Statistics of financial markets. Exercises and solutions
• Statistics of financial markets. An introduction
• Finanzmarktstatistik

Describes a project that uses

Uses Software

• Matlab
• R

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