1st Edition
Introduction to Statistical Methods for Financial Models
By Thomas A Severini
Copyright 2018
386 Pages
by
Chapman & Hall
386 Pages
33 B/W Illustrations
by
Chapman & Hall
386 Pages
33 B/W Illustrations
by
Chapman & Hall
Also available as eBook on:
This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4 through 6 cover aspects of portfolio theory and the methods of estimation needed to implement... Read more
Returns.
Random Walk Hypothesis.
Portfolios.
Efficient Portfolio Theory.
Estimation.
Capital Asset Pricing Model.
The Market Model.
The Single-Index Model.
Factor Models.
Biography
Thomas A. Severini is a professor of statistics at Northwestern University. He is a fellow of the American Statistical Association and the author of Likelihood Methods in Statistics and Elements of Distribution Theory. He received his PhD in statistics from the University of Chicago. His research areas include likelihood inference, nonparametric and semiparametric methods, and applications to econometrics.
