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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
Page: 548
Format: pdf
ISBN: 1846284198, 9781846284199

129 illus., Hardcover ISBN: 978-1-84628-419-9. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) . Financial Modeling Under Non-Gaussian Distributions Series: Springer Finance Jondeau, Eric, Poon, Ser-Huang, Rockinger, Michael 2007, XVIII, 542 p. Saturday, 11 May 2013 at 11:42. Titles in the Wiley Finance series: A. Eric Jondeau, Ser-Huang Poon, Michael Rockinger (Springer Finance ) Financial Modeling Under Non-Gaussian Distributions [1st Edition . No hassle with Excel sheets, no financial modelling . A diverse group of 42 scholars from 15 countries converged this week at the Banff International Research station (BIRS) for a workshop on “Non-Gaussian Multivariate Statistical Models and their Applications.” The workshop consisted of a variety of talks and presentations on the theory and applications of copulas and skew-elliptical distributions when used as multivariate models. Bank and Insurance Capital Management (Wiley Finance) by Frans De. 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. Eric Jondeau, Ser-Huang Poon, Michael Rockinger More information. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) Eric Jondeau, Ser-Huang Poon, Michael Rockinger Springer 2007 . Download Financial Modeling Under Non-Gaussian Distributions (Springer Finance) Faculty; Staff; Advisory Board; . 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]. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) book download. Distribution Theory for Tests .