Statistical Inference for Financial Engineering

• Main Authors: Taniguchi, Masanobu (Author), Amano, Tomoyuki (Author), Ogata, Hiroaki (Author), Taniai, Hiroyuki (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: SpringerBriefs in Statistics,
• Subjects: Statistics.; Economics, Mathematical.; Macroeconomics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.

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...

Table of Contents:

• Preface
• Features of Financial Data
• Empirical Likelihood Approaches for Financial Returns
• Various Methods for Financial Engineering
• Some Techniques for ARCH Financial Time Series
• Index.