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The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence.
EdituraCambridge University Press
Dimensiuni
Data Publicarii28/02/2026
FormatCartonata
Numar pagini75
Aceasta este o carte in limba engleza. Descrierea cartii (tradusa din engleza cu Google Translate) este in limba romana din motive legale.