1.

図書
図書
1. Complete and incomplete econometric models
John Geweke
出版情報: Princeton : Princeton University Press, c2010
シリーズ名: The Econometric and Tinbergen Institutes lectures
2.

図書
図書
2. Micro-econometrics for policy, program, and treatment effects
Myoung-jae Lee
出版情報: Oxford : Oxford University Press, 2005
シリーズ名: Advanced texts in econometrics
3.

図書
図書
3. Communication in mechanism design : a differential approach
Steven R. Williams
出版情報: Cambridge : Cambridge University Press, 2008
4.

図書
図書
4. Differential games in economics and management science
Engelbert J. Dockner ... [et al.]
出版情報: Cambridge : Cambridge University Press, 2000
5.

図書
図書
5. Financial surveillance
edited by Marianne Frisén
出版情報: Chichester : John Wiley & Sons, c2008
シリーズ名: Statistics in practice
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
6.

電子ブック
ＥＢ
6. Multivariate time series analysis : with R and financial applications
Ruey S. Tsay
出版情報: Hoboken, N.J. : Wiley, c2014
シリーズ名: Wiley series in probability and statistics ;
オンライン: https://elib.maruzen.co.jp/elib/html/BookDetail/Id/3000110641
7.

電子ブック
ＥＢ
7. Advanced time series data analysis : forecasting using EViews
I Gusti Ngurah Agung
出版情報: Hoboken, N.J. : Wiley, 2019
オンライン: https://elib.maruzen.co.jp/elib/html/BookDetail/Id/3000110639
8.

図書
図書
8. Panel data econometrics : common factor analysis for empirical researchers
Donggyu Sul
出版情報: Abingdon : Routledge, 2019