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Financial Modeling Under Non-Gaussian Distributions Eric Jondeau, Michael Rockinger, Ser-Huang Poon
Publisher: Springer

Bank and Insurance Capital Management (Wiley Finance) by Frans De. @heckler73 There is Nonlinear Modelling of High Frequency Financial Time Series as well as other books on Financial modeling under non-Gaussian distributions. Eric Jondeau, Ser-Huang Poon, Michael Rockinger (Springer Finance ) Financial Modeling Under Non-Gaussian Distributions [1st Edition. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) book download. 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]. Saturday, 23 March 2013 at 08:12. 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. Financial Modeling Under Non-Gaussian Distributions Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the. Ed.] (1846284198, 9781846284199) Springer 2006. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) . Download Financial Modeling Under Non-Gaussian Distributions (Springer Finance) This book studies the. 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. Titles in the Wiley Finance series: A. AirelonTrading says: August 25, 2011 at 4:39 am.