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

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

Saturday, 11 May 2013 at 11:42. Download Financial Modeling Under Non-Gaussian Distributions (Springer Finance) Faculty; Staff; Advisory Board; . Financial Modeling Under Non-Gaussian Distributions Series: Springer Finance Jondeau, Eric, Poon, Ser-Huang, Rockinger, Michael 2007, XVIII, 542 p. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) book download. 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]. Download Financial Modeling Under Non-Gaussian Distributions (Springer Finance) This book studies the. Eric Jondeau, Ser-Huang Poon, Michael Rockinger (Springer Finance ) Financial Modeling Under Non-Gaussian Distributions [1st Edition. 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. Saturday, 23 March 2013 at 08:12. Ed.] (1846284198, 9781846284199) Springer 2006. 129 illus., Hardcover ISBN: 978-1-84628-419-9.