TY  - BOOK
AU  - Ruppert,David
TI  - Statistics and finance: an introduction 
T2  - Springer texts in statistics
SN  - 0387202706
AV  - HG176.5 .R87 2004
U1  - 332.015195 22
PY  - 2004///]
CY  - New York
PB  - Springer
KW  - Finance
KW  - Statistical methods
KW  - Statistics
N1  - Includes bibliographical references and index; 1; Introduction --; 2; Probability and statistical models --; 3; Returns --; 4; Time series models --; 5; Portfolio theory --; 6; Regression --; 7; The capital asset pricing model --; 8; Options pricing --; 9; Fixed income securities --; 10; Resampling --; 11; Value-at-risk --; 12; GARCH models --; 13; Nonparametric regression and splines --; 14; Behavioral finance
ER  -