金沢大学附属図書館 OPAC plus

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