Yoko Tanokura – författare
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2 produkter
Indexation and Causation of Financial Markets
Av Yoko Tanokura, Genshiro Kitagawa
Häftad, 2016
551 kr
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This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index …
Indexation and Causation of Financial Markets
Av Genshiro Kitagawa, Yoko Tanokura
E-bok, 2016
734 kr
Lägg i varukorg
This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index …