Statistical process control and its application in finance
Year of publication: |
1998
|
---|---|
Authors: | Severin, Thomas |
Other Persons: | Schmid, Wolfgang (contributor) |
Published in: |
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany. - Heidelberg : Physica-Verlag, ISBN 3-7908-1152-1. - 1998, p. 83-104
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
Language: | English |
Notes: | In: Risk measurement, econometrics and neural networks |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Statistical process control and its application in finance
Severin, Thomas, (1997)
-
Brechtmann, Markus, (1998)
-
Nichtparametrische Schätzung bedingter Quantile in Zeitreihen : mit Anwendungen auf Finanzmarktdaten
Abberger, Klaus, (1996)
- More ...
-
Zur Anwendung der Statistischen Prozeßkontrolle in der Wertpapieranalyse
Severin, Thomas, (1997)
-
Statistical process control and its application in finance
Severin, Thomas, (1997)
-
Monitoring changes in GARCH processes
Severin, Thomas, (1999)
- More ...