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Statistical Portfolio Estimation Taniguchi, Masanobu (Waseda University, Tokyo, Japan) 1. utgave
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Statistical Portfolio Estimation
Taniguchi, Masanobu (Waseda University, Tokyo, Japan)
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. <
388 pages, 66 Illustrations, black and white
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 30. juni 2021 |
| ISBN13 | 9781032096490 |
| Utgivere | Taylor & Francis Ltd |
| Antall sider | 388 |
| Mål | 150 × 220 × 10 mm · 684 g |
| Språk | Engelsk |