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Statistical Portfolio Estimation

Statistical Portfolio Estimation PDF Author: Masanobu Taniguchi
Publisher: Chapman & Hall/CRC
ISBN: 9781466505605
Category : Finance
Languages : en
Pages : 0

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Book Description
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.