Statistics of Financial Markets
| Author | : Jürgen Franke |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 454 |
| Release | : 2004 |
| ISBN-13 | : 3540216758 |
| ISBN-10 | : 9783540216759 |
| Rating | : 4/5 (59 Downloads) |
Book Synopsis Statistics of Financial Markets by : Jürgen Franke
Download or read book Statistics of Financial Markets written by Jürgen Franke and published by Springer Science & Business Media. This book was released on 2004 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extreme Value Theory (EVT), GARCH MODELS, Hypothesis Testing, Fitting Probability Distributions to Risk Factors and Portfolios.
