Home
This Title All WIREs
WIREs RSS Feed
How to cite this WIREs title:
WIREs Comp Stat

Computational Finance

Statistical analysis of financial data with many zeros

Focus Article
Kai‐Sheng Song, Robert Kieschnick
Published Online: Jun 19 2017
DOI:10.1002/wics.1399

Abstract Full article on Wiley Online Library:   HTML | PDF
Unit root tests

Advanced Review
Edward Herranz
Published Online: Apr 04 2017
DOI:10.1002/wics.1396

Abstract Full article on Wiley Online Library:   HTML | PDF
Volatility analysis in high‐frequency financial data

Focus Article
Yazhen Wang, Jian Zou
Published Online: Sep 26 2014
DOI:10.1002/wics.1330

Abstract Full article on Wiley Online Library:   HTML | PDF
Semiparametric hidden Markov models: identifiability and estimation

Advanced Review
Jörn Dannemann, Hajo Holzmann, Anna Leister
Published Online: Sep 19 2014
DOI:10.1002/wics.1326

Abstract Full article on Wiley Online Library:   HTML | PDF
Computational finance: correlation, volatility, and markets

Advanced Review
Katherine Bennett Ensor, Ginger M. Koev
Published Online: Jul 25 2014
DOI:10.1002/wics.1323

Abstract Full article on Wiley Online Library:   HTML | PDF
Financial modeling with heavy‐tailed stable distributions

Overview
John P. Nolan
Published Online: Dec 21 2013
DOI:10.1002/wics.1286

Abstract Full article on Wiley Online Library:   HTML | PDF
Computational solution of stochastic differential equations

Advanced Review
Timothy Sauer
Published Online: Aug 20 2013
DOI:10.1002/wics.1272

Abstract Full article on Wiley Online Library:   HTML | PDF
Higher‐order asymptotics in finance

Overview
N. H. Chan, S. C. P. Yam
Published Online: Oct 18 2012
DOI:10.1002/wics.1234

Abstract Full article on Wiley Online Library:   HTML | PDF
Volatility forecasts evaluation and comparison

Overview
Sébastien Laurent, Francesco Violante
Published Online: Aug 22 2011
DOI:10.1002/wics.190

Abstract Full article on Wiley Online Library:   HTML | PDF
Option prices and pricing theory: combining financial mathematics with statistical modeling

Advanced Review
Ling Chen, Tze Leung Lai, Tiong Wee Lim
Published Online: Aug 09 2011
DOI:10.1002/wics.186

Abstract Full article on Wiley Online Library:   HTML | PDF
Statistics in finance

Advanced Review
Ruey S. Tsay
Published Online: Apr 15 2011
DOI:10.1002/wics.168

Abstract Full article on Wiley Online Library:   HTML | PDF
Financial time series

Overview
Dimitris N. Politis
Published Online: Aug 19 2009
DOI:10.1002/wics.24

Abstract Full article on Wiley Online Library:   HTML | PDF

Access to this WIREs title is by subscription only.

Recommend to Your
Librarian Now!

The latest WIREs articles in your inbox

Sign Up for Article Alerts