Elliptically contoured models in statistics and portfolio theory

著者

• Gupta, A. K. (Arjun K.)
• Varga, T. (Tamas)
• Bodnar, Taras

書誌事項

Elliptically contoured models in statistics and portfolio theory

Arjun K. Gupta, Tamas Varga, Taras Bodnar

Springer, c2013

2nd ed

• : [hardback]
• : pbk

注記

Includes bibliographical references (p. 303-311) and indexes

• NII書誌ID(NCID): BB13713733
• ISBN:
  • 9781461481539
  • 9781493953288
• LCCN: 2013945413
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xx, 321 p.
• 大きさ: 25 cm
• 分類:
  • DC23 : 519.24
• 件名:
  • LCSH : Distribution (Probability theory)
  • LCSH : Multivariate analysis
  • LCSH : Portfolio management -- Mathematical models