Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 24,99
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press 4/23/2026, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: BargainBookStores, Grand Rapids, MI, U.S.A.
Paperback or Softback. Condizione: New. Resampling Asset Prices. Book.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: California Books, Miami, FL, U.S.A.
EUR 28,01
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 28,35
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
EUR 30,45
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. 2026. paperback. . . . . .
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 27,15
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: Revaluation Books, Exeter, Regno Unito
EUR 33,78
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 94 pages. 6.00x0.19x9.00 inches. In Stock.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: Kennys Bookstore, Olney, MD, U.S.A.
EUR 37,84
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. 2026. paperback. . . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 29,76
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 35,42
Quantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. They then recover the original dependence structure in an internally consistent manner via definitional identities. Their bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterized pricing model with explicit assumptions on the form of cross-sectional and time-series dependence. They demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications.
Lingua: Inglese
Editore: Cambridge University Press, Cambridge, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. They then recover the original dependence structure in an internally consistent manner via definitional identities. Their bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterized pricing model with explicit assumptions on the form of cross-sectional and time-series dependence. They demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: Revaluation Books, Exeter, Regno Unito
EUR 21,14
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: Majestic Books, Hounslow, Regno Unito
EUR 35,35
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 36,40
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND.
Lingua: Inglese
Editore: Cambridge University Press, Cambridge, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: CitiRetail, Stevenage, Regno Unito
EUR 31,93
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: new. Paperback. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. They then recover the original dependence structure in an internally consistent manner via definitional identities. Their bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterized pricing model with explicit assumptions on the form of cross-sectional and time-series dependence. They demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Lingua: Inglese
Editore: Cambridge University Press, Cambridge, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: AussieBookSeller, Truganina, VIC, Australia
EUR 46,80
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: new. Paperback. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. They then recover the original dependence structure in an internally consistent manner via definitional identities. Their bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterized pricing model with explicit assumptions on the form of cross-sectional and time-series dependence. They demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Da: preigu, Osnabrück, Germania
EUR 40,30
Quantità: 5 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Resampling Asset Prices | Richard K. Crump (u. a.) | Taschenbuch | Englisch | 2026 | Cambridge University Press | EAN 9781009738378 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.