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Statistical inference for financial engineering / Masanobu Taniguchi, Tomoyuki Amano, Hiroaki Ogata, Hiroyuki Taniai.

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...

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Authors: Taniguchi, Masanobu (Author), Amano, Tomoyuki (Author), Ogata, Hiroaki (Author), Taniai, Hiroyuki (Author)
Format: eBook
Language:English
Published: Cham : Springer, [2014]
Series:SpringerBriefs in statistics.
Subjects:
Financial engineering > Statistical methods.
Mathematical statistics.
Probabilities.
Table of Contents:
  • Preface
  • Features of Financial Data
  • Empirical Likelihood Approaches for Financial Returns
  • Various Methods for Financial Engineering
  • Some Techniques for ARCH Financial Time Series
  • Index.

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