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language: english
Publisher: CRC PRESS, September of 2017 ‧
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This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, nonstationary processes, and the book provides a framework for statistical inference using local asymptotic normality.

Statistical Portfolio Estimation

by Masanobu Taniguchi, Junichi Hirukawa, Hiroko Kato Solvang, Hiroshi Shiraishi e Takashi Yamashita

Property Description
ISBN: 9781351643627
Publisher: CRC PRESS
Release Date: September of 2017
Language: English
Format: eBook
File Format and Compatibility:
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9781351643627
Acessibilidade: Ver características de acessibilidade indicadas pelo editor