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Financial Modeling Under Non-Gaussian

Financial Modeling Under Non-Gaussian

Financial Modeling Under Non-Gaussian Distributions by Eric Jondeau, Michael Rockinger, Ser-Huang Poon

Financial Modeling Under Non-Gaussian Distributions



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Financial Modeling Under Non-Gaussian Distributions Eric Jondeau, Michael Rockinger, Ser-Huang Poon ebook
ISBN: 1846284198, 9781846284199
Publisher: Springer
Format: pdf
Page: 548


129 illus., Hardcover ISBN: 978-1-84628-419-9. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Eric Jondeau, Ser-Huang Poon, Michael Rockinger (Springer Finance ) Financial Modeling Under Non-Gaussian Distributions [1st Edition . Financial Modeling Under Non-Gaussian Distributions (Springer Finance) . A diverse group of 42 scholars from 15 countries converged this week at the Banff International Research station (BIRS) for a workshop on “Non-Gaussian Multivariate Statistical Models and their Applications.” The workshop consisted of a variety of talks and presentations on the theory and applications of copulas and skew-elliptical distributions when used as multivariate models. Titles in the Wiley Finance series: A. Download Financial Modeling Under Non-Gaussian Distributions (Springer Finance) This book studies the. Saturday, 23 March 2013 at 08:12. GO Financial Modeling Under Non-Gaussian Distributions Author: Eric Jondeau, Michael Rockinger, Ser-Huang Poon Type: eBook. As financial returns have non-Gaussian distributions with heavy tails, therefore PCA and FA are not suitable for modelling multivariate financial data, as both these second-order approaches are based on the assumption of Gaussianity [17]. Language: English Released: 2006. Financial Modeling Under Non-Gaussian Distributions Series: Springer Finance Jondeau, Eric, Poon, Ser-Huang, Rockinger, Michael 2007, XVIII, 542 p. Bank and Insurance Capital Management (Wiley Finance) by Frans De. Financial Modeling Under Non-Gaussian Distributions Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the. Publisher: Springer Page Count: 548. No hassle with Excel sheets, no financial modelling . Financial Modeling Under Non-Gaussian Distributions (Springer Finance) book download.

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