Cargando…

Indexation and Causation of Financial Markets

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Tanokura, Yoko (Autor), Kitagawa, Genshiro (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Tokyo : Springer Japan : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:JSS Research Series in Statistics,
Temas:
Acceso en línea:Texto Completo