Financial Surveillance

Financial Surveillance
Author :
Publisher : John Wiley & Sons
Total Pages : 272
Release :
ISBN-10 : 0470987162
ISBN-13 : 9780470987162
Rating : 4/5 (162 Downloads)

Book Synopsis Financial Surveillance by : Marianne Frisen

Download or read book Financial Surveillance written by Marianne Frisen and published by John Wiley & Sons. This book was released on 2008-02-28 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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