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Indexation and Causation of Financial Markets (SpringerBriefs in Statistics)

Yoko Tanokura, Genshiro Kitagawa




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 |  2016-02-10 |  2016-02-10 | File type: PDF

|| ||“The book develops a new practical method for constructing an index of prices of a financial asset for which the distributions are skewed and heavy-tailed. … The book is valuable and concise reading for professionals in the area of finance and fi

This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possibly skewed, and identifying them directly is not easy. This book first develops an index construc...

You can specify the type of files you want, for your gadget.Indexation and Causation of Financial Markets (SpringerBriefs in Statistics)   |  Yoko Tanokura, Genshiro Kitagawa.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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