Elliptically Contoured Models in Statistics and Portfolio Theory by Taras Bodnar, Arjun K. Gupta, Tamas Varga

Elliptically Contoured Models in Statistics and Portfolio Theory

Taras Bodnar, Arjun K. Gupta, Tamas Varga

321 pages missing pub info (editions)

nonfiction business mathematics informative medium-paced
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Description

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 o...

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