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...
| Published in: | Springer eBooks |
|---|---|
| Main Authors: | , , , |
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
|
| Series: | SpringerBriefs in Statistics,
|
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/978-3-319-03497-3 Перейти в каталог НБ ТГУ |
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.