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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...
Autores principales: | , , , |
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Lenguaje: | eng |
Publicado: |
Springer
2014
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-03497-3 http://cds.cern.ch/record/1693441 |