10% OFF
Book eBook
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, April of 2026 ‧
74,35€
66,92€
10% OFF
free shipping
Sell ​​your book
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 Nikolay (Federal Reserve Bank Of Atlanta) Gospodinov e Richard K. (Federal Reserve Bank Of New York) Crump

Property Description
ISBN: 9781009738392
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: April of 2026
Language: English
Cover: Hardcover
Pages: 94
Format: Book
Collection: Elements In Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781009738392