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Resampling Asset Prices eBook
An Identity-Based Approach
Book
eBook
language: english
Publisher:
CAMBRIDGE UNIVERSITY PRESS, April of 2026 ‧
see product details
21,47€
10% OFF
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IMMEDIATE AVAILABILITY
Ebook for ADE
SYNOPSIS
The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence.
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| Property | Description |
|---|---|
| ISBN: | 9781009738408 |
| Publisher: | CAMBRIDGE UNIVERSITY PRESS |
| Release Date: | April of 2026 |
| Language: | English |
| Format: | eBook |
| Categories: |
eBooks in English
>
Economics, Finance and Accounting
>
Finances
|
| EAN: | 9781009738408 |
| Acessibilidade: | Ver características de acessibilidade indicadas pelo editor |
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