Mathematical and Statistical Methods for Actuarial Sciences and Finance

(Nora) #1

172 M. La Rocca and D. Vistocco



  1. Sharpe, W.: Determining a fund’s effective asset mix. Invest. Man. Rev. 2, 59–69 (1998)

  2. Wickham, H.: ggplot2: An implementation of the Grammar of Graphics. R package version
    0.5.7, (2008) http://had.co.nz/ggplot2/.

  3. Wood, S.N.: Generalized Additive Models: An Introduction with R. Chapman and Hall,
    CRC (2006)

  4. Wuertz, D., Chalabi, Y., Miklovic, M. et al.: fGarch: Rmetrics – Autoregressive Conditional
    Heteroschedastic Modelling. R package version 260.72 (2007)
    http://www.rmetrics.org

Free download pdf