Elliptically Contoured Models in Statistics and Portfolio Theory

Elliptically Contoured Models in Statistics and Portfolio Theory

Taras Bodnar


Elliptically Contoured versions in information and Portfolio thought absolutely revises the 1st certain creation to the idea of matrix variate elliptically contoured distributions. There are extra chapters, and the entire unique chapters of this vintage textual content were up to date. assets during this ebook could be worthwhile for researchers, practitioners, and graduate scholars in statistics and comparable fields of finance and engineering. these attracted to multivariate statistical research and its software to portfolio thought will locate this article instantly invaluable. ​In multivariate statistical research, elliptical distributions have lately supplied an alternative choice to the traditional version. Elliptical distributions have additionally elevated their recognition in finance as a result skill to version heavy tails frequently saw in actual facts. lots of the paintings, notwithstanding, is opened up in journals during the global and isn't simply obtainable to the investigators. A noteworthy functionality of this e-book is the gathering of an important effects at the thought of matrix variate elliptically contoured distributions that have been formerly simply to be had within the journal-based literature. The content material is equipped in a unified demeanour that may serve an a priceless creation to the subject.

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