LIBROS DEL AUTOR: yoko tanokura

2 resultados para LIBROS DEL AUTOR: yoko tanokura

yoko tanokura Eliminar filtro Quitar filtros
  • Indexation and Causation of Financial Markets
    Genshiro Kitagawa / Yoko Tanokura
    ​This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possib...
    Disponible

    48,67 €

  • Indexation and Causation of Financial Markets
    Genshiro Kitagawa / Yoko Tanokura
    ​This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possib...
    Disponible

    68,06 €