Statistical Portfolio Estimation
idioma: inglês
Editor:
TAYLOR & FRANCIS INC, agosto de 2017 ‧
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189,26€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781466505605 |
| Editor: | TAYLOR & FRANCIS INC |
| Data de Lançamento: | agosto de 2017 |
| Idioma: | Inglês |
| Dimensões: | 178 x 254 x 20 mm |
| Encadernação: | Capa dura |
| Páginas: | 378 |
| Tipo de produto: | Livro |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9781466505605 |