| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | HG176.7.SPR FCT 81932 (Browse shelf) | 1 | Available |
Browsing Biblioteca da FCTUNL Shelves , Shelving location: Online , Collection code: Não Ficção Close shelf browser
| HG176.5.SPR FCT 94335 Statistical tools for finance and insurance | HG176.7.SPR FCT 81222 Statistics and data analysis for financial engineering | HG176.7.SPR FCT 81282 Risk measures and attitudes | HG176.7.SPR FCT 81932 Statistical inference for financial engineering | HG176.7.SPR FCT 94118 The statistical mechanics of financial markets | HG4012.5.SPR FCT 96133 Financial decision making using computational intelligence | HG4012.5.SPR FCT 96300 Topics in numerical methods for finance |
Colocação: Online
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics.
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