Financial Problems

Papers from the Statistical Research Unit,  University of Gothenburg

Schiöler, L. & Frisén, M. (2008) On statistical surveillance of the performance of fund managers. Research Report 2008:4, Statistical Research Unit, Göteborg University.

Frisén, M. (2008) Introduction to financial surveillance. Research Report 2008:1, Statistical Research Unit, Göteborg University.

Frisén, M. & Andersson, E.(2007) Semiparametric surveillance of outbreaks Research Report 2007:11, Statistical Research Unit, Göteborg University.

Bock, D. (2008) Aspects on the Control of False Alarms in Statistical Surveillance and the Impact on the Return of Financial Decision systems. Journal of Applied Statistics, 35, 213-227.

Frisén, M. (2007) Ed. Financial Surveillance. Wiley.

Bock, D., Andersson, E. and Frisén, M. (2007) The Relation between Statistical Surveillance and Technical Analysis in Finance. Financial Surveillance Ed. Frisén. Wiley.

Bock, D. (2007) Evaluations of likelihood based surveillance of volatility. Financial Surveillance Ed. Frisén. Wiley.

Andersson, E., Bock, D. and Frisén, M. (2006) Some statistical aspects on methods for detection of turning points in business cycles. Journal of Applied Statistics 33, 257-278.

Bock, D., (2006) Online testing for switching volatility. Advances in Financial Markets, Vol 2,  Financial Markets: Principles of Modelling, Forecasting, and Decision-Making. Eds. Milo, W. and Wdowinski, P., Lodz University Press.

Andersson, E., Bock, D. and Frisén, M. (2005) Statistical surveillance of cyclical processes with application to turns in business cycles.  Journal of Forecasting 24, 465-490.

Andersson, E., Bock, D. & Frisén, M. (2004) Detection of turning points in business cycles. Journal of Business Cycle Measurement and Analysis, 1, 1, 93-108.