ENGLISH

Financial Surveillance (Statistics in Practice)

By Marianne Frisen

Book information

Year
2008
ISBN
047006188X, 9780470061886, 9780470987162
Open Library ID
OL10278846M
Language
english
Format
PDF
Filesize
4 MB (4612773 bytes)
Edition
1
Pages
272\275
Topic
Economy
Time added
2011-06-04 13:46:07

Description

This is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds, enhancing future collaborations between the two areas, and enabling more successful prediction of financial market trends. The book discusses, in detail, schemes for different control charts and different linear and nonlinear time series models and applies methods to real data from worldwide markets, as well as including simulation studies.

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