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

Publisher: Springer Page Count: 548. 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, 11 May 2013 at 11:42. Some of these characteristics tend to be overlooked in ENSO studies, such as its asymmetry (the number and amplitude of warm and cold events are not equal) and the deviation of its statistics from those of the Gaussian distribution. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) book download. Saturday, 23 March 2013 at 08:12. Download Financial Modeling Under Non-Gaussian Distributions (Springer Finance) This book studies the. 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. Download Financial Modeling Under Non-Gaussian Distributions (Springer Finance) Faculty; Staff; Advisory Board; . GO Financial Modeling Under Non-Gaussian Distributions Author: Eric Jondeau, Michael Rockinger, Ser-Huang Poon Type: eBook. 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. Language: English Released: 2006.