Elliptically Contoured Models in Statistics and Portfolio Theory

by Taras Bodnar, Arjun K. Gupta, Tamas Varga

Book Overview

Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested...

• Format: Paperback
• Language: English
• ISBN: 1493953281
• ISBN13: 9781493953288
• Release Date: August 2016
• Publisher: Springer
• Length: 321 Pages
• Weight: 1.06 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"