Richard K. Crump – författare
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4 produkter
Resampling Asset Prices
An Identity-Based Approach
Av Nikolay Gospodinov, Richard K. Crump
E-bok, 2026
303 kr
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Resampling Asset Prices
An Identity-Based Approach
Av Richard K. Crump, Nikolay Gospodinov
Häftad, 2026
317 kr
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The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and …
Resampling Asset Prices
An Identity-Based Approach
Av Richard K. Crump, Nikolay Gospodinov
Inbunden, 2026
938 kr
Lägg i varukorg
The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and …
Resampling Asset Prices
An Identity-Based Approach
Av Nikolay Gospodinov, Richard K. Crump
E-bok, 2026
303 kr
Lägg i varukorg