1.

図書
図書
1. Differential games in economics and management science
Engelbert J. Dockner ... [et al.]
出版情報: Cambridge : Cambridge University Press, 2000
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2.

図書
図書
2. Financial surveillance
edited by Marianne Frisén
出版情報: Chichester : John Wiley & Sons, c2008
シリーズ名: Statistics in practice
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目次情報: 続きを見る
Introduction to financial surveillance Marianne Frisén
Statistical models in finance Helgi Tómasson
The relation between statistical surveillance and technical analysis in finance David Bock, Eva Andersson, Marianne Frisén
Evaluations of likelihood-based surveillance of volatility David Bock
Surveillance of univariate and multivariate linear time series Yarema Okhrin and Wolfgang Schmid
Surveillance of univariate and multivariate nonlinear time series Yarema Okhrin and Wolfgang Schmid
Sequential monitoring of optimal portfolio weights Vasyl Golosnoy, Wolfgang Schmid and Iryna Okhrin
Likelihood-based surveillance for continuous-time processes Helgi Tómasson
Conclusions and future directions Marianne Frisén
Introduction to financial surveillance Marianne Frisén
Statistical models in finance Helgi Tómasson
The relation between statistical surveillance and technical analysis in finance David Bock, Eva Andersson, Marianne Frisén