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Introduction to financial surveillance

Author

Listed:
  • Frisén, Marianne

    (Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University)

Abstract

In financial surveillance the aim is to signal at the optimal trading time. A systematic decision strategy is used. The information available at each possible decision time is evaluated in order to judge whether or not there is enough information for a decision about an action or if more information is necessary so that the decision should be postponed. Financial surveillance gives timely decisions.

Suggested Citation

  • Frisén, Marianne, 2008. "Introduction to financial surveillance," Research Reports 2008:1, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    • Handle: RePEc:hhs:gunsru:2008_001
    as

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    File URL: http://hdl.handle.net/2077/9536
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    References listed on IDEAS

    as
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    Cited by:

    1. Salmon, Maëlle & Schumacher, Dirk & Höhle, Michael, 2016. "Monitoring Count Time Series in R: Aberration Detection in Public Health Surveillance," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 70(i10).
    2. Sotiris Bersimis & Kostas Triantafyllopoulos, 2020. "Dynamic Non-parametric Monitoring of Air-Pollution," Methodology and Computing in Applied Probability, Springer, vol. 22(4), pages 1457-1479, December.
    3. Konstantinos Bisiotis & Stelios Psarakis & Athanasios N. Yannacopoulos, 2022. "Affine Term Structure Models: Applications in Portfolio Optimization and Change Point Detection," Mathematics, MDPI, vol. 10(21), pages 1-33, November.

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    More about this item

    Keywords

    financial surveillance;

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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