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Resampling Asset Prices eBook

An Identity-Based Approach

by Richard K. Crump e Nikolay Gospodinov
Book eBook
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, April of 2026 ‧
23,85€
21,47€
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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.

Resampling Asset Prices

An Identity-Based Approach

by Richard K. Crump e Nikolay Gospodinov

Property Description
ISBN: 9781009738408
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: April of 2026
Language: English
Format: eBook
File Format and Compatibility:
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9781009738408
Acessibilidade: Ver características de acessibilidade indicadas pelo editor