Short description Financial Surveillance provides the first book-length treatment of statistical surveillance methods used in financial analysis. This combination of two topical fields enables those working in statistical surveillance or finance, to learn more about the other subject. This is achieved through a combination of carefully selected chapters written by specialists from both fields. The book 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.
From the contents List of Contributors .
1. Introduction to financial surveillance (Marianne Frisén).
2. Statistical models in finance (Helgi Tómasson).
3. The relation between statistical surveillance and technical analysis.
in finance (David Bock, Eva Andersson and Marianne Frisén).
4. Evaluations of likelihood-based surveillance of volatility (David Bock).
5. Surveillance of univariate and multivariate linear time series (Y. Okhrin and W.Schmid).
6. Surveillance of univariate and multivariate nonlinear time series (Y. Okhrin and W. Schmid).
7. Sequential monitoring of optimal portfolio weights (Vasyl. Golosnoy, Wolfgang Schmid and Iryna. Okhrin).
8. Likelihood-based surveillance for continuous-time processes (Helgi T?omasson).
9 Conclusions and future directions (Marianne Frisén).
