Statistical Portfolio Estimation
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This 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. <
Get Statistical Portfolio Estimation by Hiroko Kato Solvang, Hiroshi Shiraishi at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Taylor & Francis Ltd and it has 388 pages.
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