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language: english
Publisher: TAYLOR & FRANCIS LTD, June of 2021 ‧
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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 Takashi Yamashita, Junichi (Niigata University, Japan) Hirukawa, Hiroshi (Jikei University School Of Medicine, Tokyo, Japan) Shiraishi, Hiroko Kato (Oslo University Hospital, Norway) Solvang e Masanobu (Waseda University, Tokyo, Japan) Taniguchi

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