Indexation and Causation of Financial Markets - JSS Research Series in Statistics - Yoko Tanokura - Books - Springer Verlag, Japan - 9784431552758 - January 15, 2016
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Yoko Tanokura
Indexation and Causation of Financial Markets - JSS Research Series in Statistics 1st ed. 2015 edition

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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. This book first develops an index construction method depending on the price distributions, by using nonstationary time series analysis.

103 pages, 17 black & white illustrations, 33 colour illustrations, 13 black & white tables, biograp

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 15, 2016
ISBN13 9784431552758
Publishers Springer Verlag, Japan
Pages 103
Dimensions 239 × 162 × 9 mm   ·   172 g

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