rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Financial surveillance
  name:
    name part: Frisén, Marianne.
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: enk
    date issued: 2008
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: 262 pages : illustrations ; 23 cm.
  table of contents: Introduction to financial surveillance / Marianne Frisén -- Statistical models in finance / Helgi Tómasson -- The relation between statistical surveillance and technical analysis in finance / David Bock, Eva Andersson, Marianne Frisén -- Evaluations of likelihood-based surveillance of volatility / David Bock -- Surveillance of univariate and multivariate linear time series / Yarema Okhrin and Wolfgang Schmid -- Surveillance of univariate and multivariate nonlinear time series / Yarema Okhrin and Wolfgang Schmid -- Sequential monitoring of optimal portfolio weights / Vasyl Golosnoy, Wolfgang Schmid and Iryna Okhrin -- Likelihood-based surveillance for continuous-time processes / Helgi Tómasson -- Conclusions and future directions / Marianne Frisén.
  note: edited by Marianne Frisén.
  note: Includes bibliographical references (pages [239]-256) and index.
  subject:
    topic: Econometric models
  subject:
    topic: Mathematical optimization
  classification: HB141 .F75 2008
  classification: 332.01/519
  related item:
    title info:
      title: Statistics in practice
  identifier: 9780470061886 (cloth : acid free paper)
  identifier: 047006188X (cloth : acid free paper)
  identifier: 2007045546
  identifier: http://www.loc.gov/catdir/enhancements/fy0805/2007045546-d.html
  identifier: http://www.loc.gov/catdir/enhancements/fy0805/2007045546-t.html
  related item:
    location:
      url: http://www.loc.gov/catdir/enhancements/fy0805/2007045546-t.html
  related item:
    location:
      url: http://www.loc.gov/catdir/enhancements/fy0805/2007045546-d.html
  record info:
    record content source: DLC
    record creation date: 071105
    record change date: 20151109050848.0
    record identifier: in00002372701