Elliptically Contoured Models in Statistics and Portfolio Theory. 2nd ed. 2013
- 種類:
- 電子ブック
- 責任表示:
- by Arjun K. Gupta, Tamas Varga, Taras Bodnar
- 出版情報:
- New York, NY : Springer New York : Imprint: Springer, 2013
- 著者名:
- ISBN:
- 9781461481546 [1461481546]
- 注記:
- Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection o
- ローカル注記:
- 学内専用E-BOOKS (local access only)
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