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Statistical Portfolio Estimation
language: english
Publisher:
TAYLOR & FRANCIS LTD, June of 2021 ‧
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89,21€
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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: | 9781032096490 |
| Publisher: | TAYLOR & FRANCIS LTD |
| Release Date: | June of 2021 |
| Language: | English |
| Dimensions: | 178 x 254 x 20 mm |
| Cover: | Softcover |
| Pages: | 388 |
| Format: | Book |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9781032096490 |