Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Idioma: Inglés
Publicado por Cambridge University Press 4/23/2026, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Añadir al carritoPaperback or Softback. Condición: New. Resampling Asset Prices. Book.
Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Añadir al carritoPaperback. Condición: Brand New. 94 pages. 6.00x0.19x9.00 inches. In Stock.
Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
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Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 29,38
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Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 35,42
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. They then recover the original dependence structure in an internally consistent manner via definitional identities. Their bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterized pricing model with explicit assumptions on the form of cross-sectional and time-series dependence. They demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications.
Idioma: Inglés
Publicado por Cambridge University Press, Cambridge, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
EUR 30,65
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: new. Paperback. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. They then recover the original dependence structure in an internally consistent manner via definitional identities. Their bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterized pricing model with explicit assumptions on the form of cross-sectional and time-series dependence. They demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Librería: Revaluation Books, Exeter, Reino Unido
EUR 20,88
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Añadir al carritoPaperback. Condición: Brand New. In Stock. This item is printed on demand.
Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Librería: Majestic Books, Hounslow, Reino Unido
EUR 34,94
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Idioma: Inglés
Publicado por Cambridge University Press, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 35,05
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Idioma: Inglés
Publicado por Cambridge University Press, Cambridge, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Librería: CitiRetail, Stevenage, Reino Unido
EUR 31,55
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: new. Paperback. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. They then recover the original dependence structure in an internally consistent manner via definitional identities. Their bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterized pricing model with explicit assumptions on the form of cross-sectional and time-series dependence. They demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Idioma: Inglés
Publicado por Cambridge University Press, Cambridge, 2026
ISBN 10: 1009738372 ISBN 13: 9781009738378
Librería: AussieBookSeller, Truganina, VIC, Australia
EUR 46,92
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: new. Paperback. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. They then recover the original dependence structure in an internally consistent manner via definitional identities. Their bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterized pricing model with explicit assumptions on the form of cross-sectional and time-series dependence. They demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications. The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.