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Elliptically Contoured Models in Statistics and Portfolio Theory
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Elliptically Contoured Models in Statistics and Portfolio Theory
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Add to basketCondition: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. 2. Auflage. | Seiten: 344 | Sprache: Englisch | Produktart: Bücher.
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Elliptically Contoured Models in Statistics and Portfolio Theory
Published by Springer New York, Springer US, 2013
ISBN 10: 1461481538 ISBN 13: 9781461481539
Language: English
£ 50.60
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Add to basketBuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.
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Paperback. Condition: Brand New. 2nd reprint edition. 341 pages. 9.25x6.10x0.78 inches. In Stock.
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Elliptically Contoured Models in Statistics and Portfolio Theory
Published by Springer New York, Springer New York Sep 2013, 2013
ISBN 10: 1461481538 ISBN 13: 9781461481539
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Add to basketBuch. Condition: Neu. Neuware -Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. ¿In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.¿Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 344 pp. Englisch.
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Elliptically Contoured Models in Statistics and Portfolio Theory
Published by Springer New York, Springer New York Aug 2016, 2016
ISBN 10: 1493953281 ISBN 13: 9781493953288
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Add to basketTaschenbuch. Condition: Neu. Neuware -Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. ¿In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.¿Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 344 pp. Englisch.
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Elliptically Contoured Models in Statistics (Mathematics and Its Applications)
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Elliptically Contoured Models in Statistics (Mathematics and Its Applications, 240)
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Elliptically Contoured Models in Statistics
Published by Springer Netherlands, 1993
ISBN 10: 0792321154 ISBN 13: 9780792321156
Language: English
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Add to basketGebunden. Condition: New. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. Fang, Kotz.
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Elliptically Contoured Models in Statistics and Portfolio Theory
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Elliptically Contoured Models in Statistics and Portfolio Theory
Published by Springer New York Aug 2016, 2016
ISBN 10: 1493953281 ISBN 13: 9781493953288
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject. 344 pp. Englisch.
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Elliptically Contoured Models in Statistics and Portfolio Theory
Published by Springer New York Sep 2013, 2013
ISBN 10: 1461481538 ISBN 13: 9781461481539
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
£ 46.22
Convert currency£ 9.23 shipping from Germany to United KingdomQuantity: 2 available
Add to basketBuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject. 344 pp. Englisch.
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Elliptically Contoured Models in Statistics and Portfolio Theory
Published by Springer-Verlag New York Inc., 2016
ISBN 10: 1493953281 ISBN 13: 9781493953288
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
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£ 56.09
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Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 528.
