Statistical Inference for Financial Engineering

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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Bibliographic Details
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.
Online Access:Full Text via HEAL-Link

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ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
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