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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...
| Cote: | Libro Electrónico |
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| Auteurs principaux: | , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Tokyo :
Springer Japan : Imprint: Springer,
2015.
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| Édition: | 1st ed. 2015. |
| Collection: | JSS Research Series in Statistics,
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| Sujets: | |
| Accès en ligne: | Texto Completo |