03991nam 22007095 450 991030015070332120200703091746.03-319-03497-910.1007/978-3-319-03497-3(CKB)3710000000094975(EBL)1697889(OCoLC)881023988(SSID)ssj0001187542(PQKBManifestationID)11787437(PQKBTitleCode)TC0001187542(PQKBWorkID)11257002(PQKB)10738009(MiAaPQ)EBC1697889(DE-He213)978-3-319-03497-3(PPN)177822805(EXLCZ)99371000000009497520140326d2014 u| 0engur|n|---|||||txtccrStatistical Inference for Financial Engineering /by Masanobu Taniguchi, Tomoyuki Amano, Hiroaki Ogata, Hiroyuki Taniai1st ed. 2014.Cham :Springer International Publishing :Imprint: Springer,2014.1 online resource (125 p.)SpringerBriefs in Statistics,2191-544XDescription based upon print version of record.3-319-03496-0 Includes bibliographical references at the end of each chapters and index.Preface -- Features of Financial Data -- Empirical Likelihood Approaches for Financial Returns -- Various Methods for Financial Engineering -- Some Techniques for ARCH Financial Time Series -- Index.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 processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics.SpringerBriefs in Statistics,2191-544XStatistics Economics, Mathematical MacroeconomicsStatistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Macroeconomics/Monetary Economics//Financial Economicshttps://scigraph.springernature.com/ontologies/product-market-codes/W32000Statistics .Economics, Mathematical .Macroeconomics.Statistics for Business, Management, Economics, Finance, Insurance.Quantitative Finance.Macroeconomics/Monetary Economics//Financial Economics.332.015195Taniguchi Masanobuauthttp://id.loc.gov/vocabulary/relators/aut252769Amano Tomoyukiauthttp://id.loc.gov/vocabulary/relators/autOgata Hiroakiauthttp://id.loc.gov/vocabulary/relators/autTaniai Hiroyukiauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910300150703321Statistical Inference for Financial Engineering2536254UNINA