Indexation and Causation of Financial Markets

• Κύριοι συγγραφείς: Tanokura, Yoko (Συγγραφέας), Kitagawa, Genshiro (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Tokyo : Springer Japan : Imprint: Springer, 2015.
• Έκδοση: 1st ed. 2015.
• Σειρά: SpringerBriefs in Statistics,
• Θέματα: Statistics.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index shou...