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Financial Surveillance

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Financial Surveillance



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Financial Surveillance
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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.

Author Biography

Marianne Frisen - Statistical Research Unit, Goteborg University. Professor Frisen has worked in the area of surveillance for over 25 years. In that time she has organized symposiums on financial surveillance, written numerous publications on surveillance (including financial surveillance), and written two chapters in the Wiley published Spatial and Syndromic Surveillance for Public Health.
Release date NZ
December 21st, 2007
Edited by Marianne Frisen
Country of Publication
United States
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