Statistical Inference for Financial Engineering

Masanobu Taniguchi · Tomoyuki Amano · Hiroaki Ogata · Hiroyuki Taniai

mar 2014 · Springer Science & Business Media

Libër elektronik

118

Faqe

Vlerësimet dhe komentet nuk janë të verifikuara Mëso më shumë

Rreth këtij libri elektronik

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 processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering.

This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics.

Rreth autorit

Dr. Masanobu Taniguchi is a professor at Waseda University. His work focuses on time series, general asymptotic theory and econometrics and he is a fellow of the Institute of Mathematical Statistics (USA).

Dr. Tomoyuki Amano received his PhD from Waseda University, Japan and is now an associate professor at the Faculty of Economics, Wakayama University, Japan. His research interests are in financial time series and function estimators for time series.

Dr. Hiroaki Ogata is an assistant professor at the School of International Liberal Studies, Waseda University. He is currently researching empirical likelihood estimation methods in time series analysis, as well as in stable distributions.

Dr. Hiroyuki Taniai completed his PhD at Université Libre de Bruxelles and is now a research associate at the School of International Liberal Studies, Waseda University. His research interests include semiparametric inference, quantile regression and their applications in finance.

Vlerëso këtë libër elektronik

Na trego se çfarë mendon.

Informacione për leximin

Telefona inteligjentë dhe tabletë

Instalo aplikacionin "Librat e Google Play" për Android dhe iPad/iPhone. Ai sinkronizohet automatikisht me llogarinë tënde dhe të lejon të lexosh online dhe offline kudo që të ndodhesh.

Laptopë dhe kompjuterë

Mund të dëgjosh librat me audio të blerë në Google Play duke përdorur shfletuesin e uebit të kompjuterit.

Lexuesit elektronikë dhe pajisjet e tjera

Për të lexuar në pajisjet me bojë elektronike si p.sh. lexuesit e librave elektronikë Kobo, do të të duhet të shkarkosh një skedar dhe ta transferosh atë te pajisja jote. Ndiq udhëzimet e detajuara në Qendrën e ndihmës për të transferuar skedarët te lexuesit e mbështetur të librave elektronikë.

Raporto përmbajtjet e jashtëligjshme