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Indexation and Causation of Financial Markets - JSS Research Series in Statistics Yoko Tanokura 1st ed. 2015 edition
Indexation and Causation of Financial Markets - JSS Research Series in Statistics
Yoko Tanokura
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. This book first develops an index construction method depending on the price distributions, by using nonstationary time series analysis.
103 pages, 17 black & white illustrations, 33 colour illustrations, 13 black & white tables, biograp
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 15 de enero de 2016 |
| ISBN13 | 9784431552758 |
| Editores | Springer Verlag, Japan |
| Páginas | 103 |
| Dimensiones | 239 × 162 × 9 mm · 172 g |