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Statistical Portfolio Estimation

Statistical Portfolio Estimation

Hiroshi Shiraishi / Junichi Hirukawa / Masanobu Taniguchi

119,78 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2021
Materia
Matemáticas
ISBN:
9781032096490
119,78 €
IVA incluido
Disponible

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Sobre IBD

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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