Elliptically Contoured Models in Statistics and Portfolio Theory

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

ISBN 10: 1493953281 / ISBN 13: 9781493953288

Edité par Springer, 2016

A propos de cet article

Like New. N° de réf. du vendeur ERICA77314939532816

Détails bibliographiques

Titre : Elliptically Contoured Models in Statistics ...

Éditeur : Springer

Date d'édition : 2016

Reliure : Paperback

Etat : Like New

Type de livre : book

A propos de ce titre

Synopsis :

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.

À propos de l?auteur:

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.