Elliptically Contoured Models in Statistics and Portfolio Theory |
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| Author:
| Gupta, Arjun K.
Varga, Tamas
Bodnar, Taras |
| ISBN: | 978-1-4614-8153-9 |
| Publication Date: | Sep 2013 |
| Publisher: | Springer New York
|
| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $54.99 |
Book Description:
|
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.
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.