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Found 1 from your keywords: author=TANOKURA , Yoko
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Indexation and Causation of Financial Markets
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KITAGAWA, GenshiroTANOKURA , Yoko

​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. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possibly skewed, and …

Edition
-
ISBN/ISSN
978-4-431-55275-8
Collation
X, 103
Series Title
-
Call Number
621