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language: english
Publisher: TAYLOR & FRANCIS INC, August 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: 9781466505605
Publisher: TAYLOR & FRANCIS INC
Release Date: August of 2017
Language: English
Dimensions: 178 x 254 x 20 mm
Cover: Hardcover
Pages: 378
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9781466505605