Statistical Methods

Eckhard Platen () and David Heath ()
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Eckhard Platen: University of Technology
David Heath: Australian National University

Chapter 2 in A Benchmark Approach to Quantitative Finance, 2006, pp 55-98 from Springer

Abstract: Abstract We introduce in this chapter further fundamental results from probability theory and statistics which are important in quantitative finance. They are highly relevant for the empirical analysis of financial data. In particular, limit theorems are presented and confidence intervals constructed. Furthermore, the log-returns of a world stock index will be estimated pointing at a stylized empirical fact.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-540-47856-0_2

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DOI: 10.1007/978-3-540-47856-0_2

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