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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...
| Call Number: | Libro Electrónico |
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| Main Authors: | , , , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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| Edition: | 1st ed. 2014. |
| Series: | SpringerBriefs in Statistics,
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| Subjects: | |
| Online Access: | Texto Completo |
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.