Resampling Asset Prices
An Identity-Based Approach
Livro
eBook
idioma: inglês
Editor:
CAMBRIDGE UNIVERSITY PRESS, abril de 2026 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781009738392 |
| Editor: | CAMBRIDGE UNIVERSITY PRESS |
| Data de Lançamento: | abril de 2026 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 94 |
| Tipo de produto: | Livro |
| Coleção: | Elements In Quantitative Finance |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
|
| EAN: | 9781009738392 |
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