Statistics of Financial Markets (2013).pdf

(5126 KB) Pobierz
Universitext
http://avaxho.me/blogs/ChrisRedfield
Universitext
Series Editors:
Sheldon Axler
San Francisco State University
Vincenzo Capasso
Universit` degli Studi di Milano
a
Carles Casacuberta
Universitat de Barcelona
Angus J. MacIntyre
Queen Mary, University of London
Kenneth Ribet
University of California, Berkeley
Claude Sabbah
´
CNRS, Ecole Polytechnique
Endre S¨ li
u
University of Oxford
Wojbor A. Woyczynski
Case Western Reserve University
Universitext
is a series of textbooks that presents material from a wide variety of
mathematical disciplines at master’s level and beyond. The books, often well
class-tested by their author, may have an informal, personal even experimental
approach to their subject matter. Some of the most successful and established
books in the series have evolved through several editions, always following the
evolution of teaching curricula, to very polished texts.
Thus as research topics trickle down into graduate-level teaching, first textbooks
written for new, cutting-edge courses may make their way into
Universitext.
For further volumes:
www.springer.com/series/223
Szymon Borak Wolfgang Karl H¨ rdle
a
Brenda L´ pez-Cabrera
o
Statistics of Financial
Markets
Exercises and Solutions
Second Edition
123
Szymon Borak
Wolfgang Karl H¨ rdle
a
Brenda L´ pez-Cabrera
o
Humboldt-Universit¨ t zu Berlin
a
Ladislaus von Bortkiewicz Chair of Statistics
C.A.S.E. Centre for Applied Statistics and Economics
School of Business and Economics
Berlin
Germany
Quantlets may be downloaded from http://extras.springer.com or via a link on http://springer.com/
978-3-642-33928-8 or www.quantlet.org for a repository of quantlets.
ISBN 978-3-642-33928-8
ISBN 978-3-642-33929-5 (eBook)
DOI 10.1007/978-3-642-33929-5
Springer Heidelberg New York Dordrecht London
Library of Congress Control Number: 2012954542
© Springer-Verlag Berlin Heidelberg 2010, 2013
This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology
now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection
with reviews or scholarly analysis or material supplied specifically for the purpose of being entered
and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of
this publication or parts thereof is permitted only under the provisions of the Copyright Law of the
Publisher’s location, in its current version, and permission for use must always be obtained from Springer.
Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations
are liable to prosecution under the respective Copyright Law.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
While the advice and information in this book are believed to be true and accurate at the date of
publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for
any errors or omissions that may be made. The publisher makes no warranty, express or implied, with
respect to the material contained herein.
Printed on acid-free paper
Springer is part of Springer Science+Business Media (www.springer.com)

Plik z chomika:

Inne pliki z tego folderu:

Inne foldery tego chomika:

Zgłoś jeśli naruszono regulamin