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Statistical Portfolio Estimation
Masanobu Taniguchi
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.
395 pages, 65 Line drawings, black and white; 1 Halftones, black and white; 27 Tables, black and whi
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 21. avgusta 2017 |
| ISBN13 | 9781466505605 |
| Založniki | Taylor & Francis Inc |
| Strani | 378 |
| Dimenzije | 261 × 186 × 28 mm · 888 g |
| Jezik | Angleščina |