Elliptically Contoured Models in Statistics and Portfolio Theory |
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Author:
| Gupta, Arjun K. Varga, Tamas Bodnar, Taras |
ISBN: | 978-1-4614-8154-6 |
Publication Date: | Sep 2013 |
Publisher: | Springer
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Book Format: | Ebook |
List Price: | USD $129.00 |
Book Description:
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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.