Elliptically Contoured Models in Statistics and Portfolio Theory

Gupta, Arjun K./ Varga, Tamas/ Bodnar, Taras

ISBN 10: 1493953281 / ISBN 13: 9781493953288

Editore: Springer Verlag, 2016

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2nd reprint edition. 341 pages. 9.25x6.10x0.78 inches. In Stock. Codice articolo x-1493953281

Dati bibliografici

Titolo: Elliptically Contoured Models in Statistics ...

Casa editrice: Springer Verlag

Data di pubblicazione: 2016

Legatura: Paperback

Condizione: Brand New

Descrizione articolo

Riassunto:

This fully revised, new edition of this classic text presents a comprehensive overview of elliptical contoured models and their applications to statistics. It provides a real-life case example of financial modeling from the Dow-Jones Stock Index.

Informazioni sull?autore:

Arjun Gupta is affiliated with the Department of Statistics at Bowling Green State University. Tamas Varga is a statistical researcher in Hungary. Taras Bodnar is affiliated with the Department of Statistics at Stiftung European University Viadrina.