Yoko Tanokura: 1 book
by Yoko Tanokura, Genshiro Kitagawa
Language: English
Release Date: January 7, 2016
Language: English
Release Date: January 7, 2016
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...
