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Statistical Portfolio Estimation (Paperback) (ISBN-13: 9781032096490)
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Masanobu Taniguchi
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Books
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Description
xThis book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, nonstationary processes, and the book provides a framework for statistical inference using local asymptotic normality.
Author: Masanobu Taniguchi,Hiroshi Shiraishi,Junichi Hirukawa
ISBN-10: 1032096497
ISBN-13: 9781032096490
Publisher: CRC Press
Language: English
Published: 06/30/2021
Pages: 388
Format: Paperback
Weight: 1.48lbs
Size: 10.00h x 7.00w x 0.80d
By Masanobu Taniguchi
xMasanobu Taniguchi is a research professor in the Department of Applied Mathematics at Waseda University, Japan.
Hiroshi Shiraishi is a lecturer in the Laboratory of Mathematics, Jikei University School of Medicine, Japan.
Junichi Hirukawa is an associate professor in the Faculty of Science at Niigata University, Japan.
Hiroko Solvang Kato is a researcher and project leader in the Department of Genetics, Institute for Cancer Research, Oslo University Hospital, Norway.
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