Resampling Asset Prices

Resampling Asset Prices

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....
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Produktinformasjon

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.

Spesifikasjon

Produkt
ProduktnavnResampling Asset Prices
MerkeOther Brand
book typØkonomi og ledelse

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