Statistical Portfolio Estimation / Najlacnejšie knihy
Statistical Portfolio Estimation

Code: 36543239

Statistical Portfolio Estimation

by Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita

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, non ... more

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Book synopsis

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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Book category Books in German Sozialwissenschaften, Recht, Wirtschaft Wirtschaft Volkswirtschaft

88.50

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