Financial Surveillance

• Other Authors: Frisen, Marianne (Editor)
• Format: Book
• Language: English
• Published: Chichester, England John Wiley & Sons 2008
• Series: Statistics in practice
• Subjects: Econometric models; Mathematical optimization
• Online Access: Click Here to View Status and Holdings.
• Physical Description: 262 pages illustrations 23 cm
• Bibliography: Includes bibliographical references (pages [239]-256) and index
• ISBN: 9780470061886 (hardback); 047006188X (hardback); 047006188X

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.