Covolatility - Qiuyan Xu,Rituparna Sen
-20% with code BOOKS
Shipping in 12-18 days
30-day return policy
The variance-covariance matrix for multiple stochastic processes is of great interest in most financial applications, such as portfolio selection and risk management. One needs to estimate the covariance of a pair of security prices when the processes are observed at random times with noise. We propose a new estimator for this covariance, called the random lead-lag estimator, derive its properties and compa ... Full description
You May Also Like
TOP
Determined: The Science of Life Without Free Will
-20% with code BOOKS
In stock at our supplier
TOP
The Rise and Fall of the Dinosaurs: A New History of a Lost World
-20% with code BOOKS
In stock at our supplier
TOP
Factfulness: Ten Reasons We're Wrong About the World--and Why Things Are Better Than You Think
Ola Rosling, Anna Rosling Rönnlund, Hans Rosling
-20% with code BOOKS
In stock at our supplier
TOP
Biology: A Global Approach, Global Edition
Neil Campbell, Rebecca Orr, Lisa Urry, Peter Minorsky, Michael Cain, Jane Reece, Steven Wasserman
-20% with code BOOKS
In stock at our supplier
TOP
Six Not-so-easy Pieces: Einstein's Relativity, Symmetry, and Space-Time
Richard P. Feynman, Robert B. Leighton, Matthew Sands
-20% with code BOOKS
In stock at our supplier
TOP
Entangled Life: How Fungi Make Our Worlds, Change Our Minds and Shape Our Futures
-20% with code BOOKS
In stock at our supplier
TOP
The Light Eaters: How the Unseen World of Plant Intelligence Offers a New Understanding of Life on Earth
-20% with code BOOKS
In stock at our supplier
TOP
The Age of Alchemy: How Early Innovators Shaped Modern Chemistry
-20% with code BOOKS
In stock at our supplier
TOP
The Secrets of our DNA: How Genetics has Changed the World
-20% with code BOOKS
In stock at our supplier
TOP
Janeway's Immunobiology
Leslie J. Berg, Kenneth Murphy, Casey Weaver
-20% with code BOOKS
In stock at our supplier
TOP
Behave: The Biology of Humans at Our Best and Worst
-20% with code BOOKS
In stock at our supplier
TOP
Why We Sleep: Unlocking the Power of Sleep and Dreams
-20% with code BOOKS
In stock
TOP
Why Machines Learn: The Elegant Maths Behind Modern AI
-20% with code BOOKS
In stock at our supplier
TOP
Life As No One Knows It: The Physics of Life's Emergence
-20% with code BOOKS
In stock at our supplier
TOP
The Rise and Reign of the Mammals: A New History, from the Shadow of the Dinosaurs to Us
-20% with code BOOKS
In stock at our supplier
TOP
Learn Faster, Perform Better: A Musician's Guide to the Neuroscience of Practicing
-20% with code BOOKS
In stock at our supplier
TOP
The Brain That Changes Itself: Stories of Personal Triumph from the Frontiers of Brain Science
-20% with code BOOKS
In stock at our supplier
TOP
How to Solve it: A New Aspect of Mathematical Method
-20% with code BOOKS
In stock at our supplier
Description
More Information
| Author | Qiuyan Xu, Rituparna Sen |
|---|---|
| Publisher | LAP LAMBERT Academic Publishing |
| Release year | 2013 |
| Cover type | Softcover |
| EAN | 9783659363368 |