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Statistical inference for financial engineering

This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear...

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Detalles Bibliográficos
Autores principales: Taniguchi, Masanobu, Amano, Tomoyuki, Ogata, Hiroaki, Taniai, Hiroyuki
Lenguaje:eng
Publicado: Springer 2014
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-03497-3
http://cds.cern.ch/record/1693441