Taniguchi Masanobu

Masanobu Taniguchi

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Found 2 papers in total
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
2008
This paper discusses the asymptotic efficiency of estimators for optimal portfolios...
Misspecified prediction for time series
Misspecified prediction for time series
2001
Let { X t } be a stationary process with spectral density g (λ). It is often...
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