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Statistical Portfolio Estimation - Masanobu Taniguchi - Bog

Bag om Statistical Portfolio Estimation

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781032096490
  • Indbinding:
  • Paperback
  • Sideantal:
  • 388
  • Udgivet:
  • 30. juni 2021
  • Størrelse:
  • 178x254x0 mm.
  • Vægt:
  • 684 g.
  • 2-3 uger.
  • 10. december 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Statistical Portfolio Estimation

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.

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