LEADER 03983nam 22007095 450 001 9910300150703321 005 20200703091746.0 010 $a3-319-03497-9 024 7 $a10.1007/978-3-319-03497-3 035 $a(CKB)3710000000094975 035 $a(EBL)1697889 035 $a(OCoLC)881023988 035 $a(SSID)ssj0001187542 035 $a(PQKBManifestationID)11787437 035 $a(PQKBTitleCode)TC0001187542 035 $a(PQKBWorkID)11257002 035 $a(PQKB)10738009 035 $a(MiAaPQ)EBC1697889 035 $a(DE-He213)978-3-319-03497-3 035 $a(PPN)177822805 035 $a(EXLCZ)993710000000094975 100 $a20140326d2014 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStatistical Inference for Financial Engineering /$fby Masanobu Taniguchi, Tomoyuki Amano, Hiroaki Ogata, Hiroyuki Taniai 205 $a1st ed. 2014. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2014. 215 $a1 online resource (125 p.) 225 1 $aSpringerBriefs in Statistics,$x2191-544X 300 $aDescription based upon print version of record. 311 $a3-319-03496-0 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $aPreface -- Features of Financial Data -- Empirical Likelihood Approaches for Financial Returns -- Various Methods for Financial Engineering -- Some Techniques for ARCH Financial Time Series -- Index. 330 $aThis monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics. 410 0$aSpringerBriefs in Statistics,$x2191-544X 606 $aStatistics 606 $aEconomics, Mathematical 606 $aMacroeconomics 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000 615 0$aStatistics. 615 0$aEconomics, Mathematical. 615 0$aMacroeconomics. 615 14$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aQuantitative Finance. 615 24$aMacroeconomics/Monetary Economics//Financial Economics. 676 $a332.015195 700 $aTaniguchi$b Masanobu$4aut$4http://id.loc.gov/vocabulary/relators/aut$0252769 702 $aAmano$b Tomoyuki$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aOgata$b Hiroaki$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aTaniai$b Hiroyuki$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910300150703321 996 $aStatistical Inference for Financial Engineering$92536254 997 $aUNINA