Financial Surveillance (Statistics in Practice) (repost)
Marianne Frisen, "Financial Surveillance (Statistics in Practice)"
Wiley | 2008 | ISBN: 047006188X | 272 pages | PDF | 4 MB
Wiley | 2008 | ISBN: 047006188X | 272 pages | PDF | 4 MB
Statistical surveillance is used to repeatedly evaluate the amount of information contained within a system of continuously achieved observations. This makes it possible to quickly and safely detect changes in the way time series evolve through time. Applied to economic and financial markets, this allow the optimal time for decisions to be determined, such as the most beneficial trading time.
Financial Surveillance examines the relationship between Statistical surveillance and financial analysis. Introducing both cultures, the book provides an overview of Statistical methods used in finance. the reader is then guided through more advanced topics, from likelihood-based surveillance of volatility, to sequential monitoring of optimal portfolio weights.