Statistical Inference for Financial Engineering

This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear...

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Bibliographic Details
Main Authors: Taniguchi, Masanobu, Amano, Tomoyuki (Author), Ogata, Hiroaki (Author), Taniai, Hiroyuki (Author)
Format: eBook
Published: Cham Springer International Publishing 2014, 2014
Edition:1st ed. 2014
Series:SpringerBriefs in Statistics
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Preface
  • Features of Financial Data
  • Empirical Likelihood Approaches for Financial Returns
  • Various Methods for Financial Engineering
  • Some Techniques for ARCH Financial Time Series
  • Index