Abstract
We introduce in this chapter further fundamental results from probability theory and statistics which are important in quantitative finance. They are highly relevant for the empirical analysis of financial data. In particular, limit theorems are presented and confidence intervals constructed. Furthermore, the log-returns of a world stock index will be estimated pointing at a stylized empirical fact.
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© 2006 Springer-Verlag Berlin Heidelberg
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Platen, E., Heath, D. (2006). Statistical Methods. In: A Benchmark Approach to Quantitative Finance. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-47856-0_2
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DOI: https://doi.org/10.1007/978-3-540-47856-0_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-26212-1
Online ISBN: 978-3-540-47856-0
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