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Statistical Portfolio Estimation Masanobu Taniguchi 第1 版本
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. <
388 pages, 66 Illustrations, black and white
| 介质类型 | 图书 Paperback Book (平装胶订图书) |
| 已发行 | 2021年6月30日 |
| ISBN13 | 9781032096490 |
| 出版商 | Taylor & Francis Ltd |
| 页数 | 388 |
| 商品尺寸 | 150 × 220 × 10 mm · 684 g |
| 语言 | 英语 |
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