Knight, John L.
Statistical models for risk management [electronic resource] / John Knight. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (23 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Definition of Returns: Simple Returns; Log Returns -- Distribution of Returns, Univariate: Normal and Log-normal Distribution; Stylized Facts of Historical Returns; Skewness, Kurtosis, Autocorrelation and Stationarity; ARCH, GARCH and Stochastic Volatility (SV) Models -- Distribution of Returns, Multivariate: Multivariate Normal Distribution; Multivariate GARCH and SV Models; Copulas and Non-linear Dependence.
Access restricted to subscribers.
Mode of access: World Wide Web.
1262 Henry Stewart Talks
Financial risk management.
Statistical models for risk management [electronic resource] / John Knight. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (23 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Definition of Returns: Simple Returns; Log Returns -- Distribution of Returns, Univariate: Normal and Log-normal Distribution; Stylized Facts of Historical Returns; Skewness, Kurtosis, Autocorrelation and Stationarity; ARCH, GARCH and Stochastic Volatility (SV) Models -- Distribution of Returns, Multivariate: Multivariate Normal Distribution; Multivariate GARCH and SV Models; Copulas and Non-linear Dependence.
Access restricted to subscribers.
Mode of access: World Wide Web.
1262 Henry Stewart Talks
Financial risk management.