Indexation and Causation of Financial Markets
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 shou...
| Main Authors: | , |
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| Corporate Author: | |
| Language: | English |
| Published: |
Tokyo :
Springer Japan : Imprint: Springer,
2015.
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| Edition: | 1st ed. 2015. |
| Series: | JSS Research Series in Statistics,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-4-431-55276-5 |