Statistical Portfolio Estimation eBook
language: english
Publisher:
CRC PRESS, September of 2017 ‧
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IMMEDIATE AVAILABILITY
Ebook for ADE
SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781466505612 |
| Publisher: | CRC PRESS |
| Release Date: | September of 2017 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | PDF para ADE |
| Categories: |
eBooks in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9781466505612 |