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

Distribution Theory for Tests . Financial Modeling 3ed simon benninga.pdf. 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]. No hassle with Excel sheets, no financial modelling . Financial Modeling Under Non-Gaussian Distributions Eric Jondeau, Ser-Huang Poon and Michael Rockinger.pdf. Financial Modeling Under Non-Gaussian Distributions. Financial Modelling wit Jump processes R Cont & P Tankov.pdf. This site stores matlab codes accompanying the book Financial Modeling Under Non-Gaussian Distributions, a wonderful and easy to read book, which was used by my professor last semester, you can imagin . Ed.] (1846284198, 9781846284199) Springer 2006. 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. Eric Jondeau, Ser-Huang Poon, Michael Rockinger More information. Eric Jondeau, Ser-Huang Poon, Michael Rockinger (Springer Finance ) Financial Modeling Under Non-Gaussian Distributions [1st Edition . Financial Modeling Under Non-Gaussian Distributions (Springer Finance) Eric Jondeau, Ser-Huang Poon, Michael Rockinger Springer 2007 . Eric Jondeau, Ser-Huang Poon, Michael Rockinger (Springer Finance ) Financial Modeling Under Non-Gaussian Distributions [1st Edition.