Statistical modelling of financial time series: An introduction

Aas, Kjersti; Dimakos, Xeni Kristine

March 01, 2004

SAMBA

• Areas: Finance, insurance and power market
• Keywords: Statistical modelling, Time series, Stationarity, GARCH, Correlation, Copula
• Page(s): 37
• Name and number of project: 220194, GB-BFF
• Title: Statistical modelling of financial time series: An introduction
• Author(s): Aas, Kjersti; Dimakos, Xeni Kristine
• Report number: SAMBA/08/04
• Published date: March 01, 2004