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Statistical Portfolio Estimation Masanobu Taniguchi 1st edition
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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. <
388 pages, 66 Illustrations, black and white
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | June 30, 2021 |
| ISBN13 | 9781032096490 |
| Publishers | Taylor & Francis Ltd |
| Pages | 388 |
| Dimensions | 150 × 220 × 10 mm · 684 g |
| Language | English |
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