Realistic Statistical Modelling of Financial Data
نویسندگان
چکیده
منابع مشابه
Statistical Modelling of Financial Risk
Preface The business of finance becomes constantly more complex, requiring more advanced statistical tools. Moreover, due to new international regulations, it is more important than ever for financial institutions to understand and measure their risk. The topic of this thesis is to develop new statistical tools for several specific financial applications. The main focus is modelling of risk. Th...
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ژورنال
عنوان ژورنال: International Statistical Review
سال: 2000
ISSN: 0306-7734,1751-5823
DOI: 10.1111/j.1751-5823.2000.tb00329.x