It takes the average reader 2 hours and 1 minute to read Statistical Inference for Financial Engineering by Masanobu Taniguchi
Assuming a reading speed of 250 words per minute. Learn more
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics.
Statistical Inference for Financial Engineering by Masanobu Taniguchi is 118 pages long, and a total of 30,444 words.
This makes it 40% the length of the average book. It also has 37% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 2 hours and 46 minutes to read Statistical Inference for Financial Engineering aloud.
Statistical Inference for Financial Engineering is suitable for students ages 10 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
When deciding what to show young students always use your best judgement and consult a professional.
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