Elliptically Contoured Models in Statistics and Portfolio Theory |
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Author:
| Gupta, A. K. Varga, T. Bodnar, Taras |
ISBN: | 978-1-4939-5328-8 |
Publication Date: | Aug 2016 |
Publisher: | Springer New York
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Imprint: | Springer |
Book Format: | Paperback |
List Price: | USD $119.99USD $54.99 |
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.