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References and Further Reading
Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81:637–654
Dahlhaus R (1997) Fitting time series models to nonstationary processes. Ann Stat 25:1–37
LeCam L (1986) Asymptotic methods in statistical decision theory. Springer, New York
Shiraishi H, Taniguchi M (2007) Statistical estimation of optimal portfolios for locally stationary returns of assets. Int J Theor Appl Finance 10:129–154
Shiraishi H, Taniguchi M (2008) Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets. J Forecast 27:193–215
Taniguchi M, Kakizawa Y (2000) Asymptotic theory of statistical inference for time series. Springer, New York
Taniguchi M, Hirukawa J, Tamaki K (2008) Optimal statistical inference in financial engineering. Chapman and Hall/CRC, New York
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Taniguchi, M. (2011). Optimal Statistical Inference in Financial Engineering. In: Lovric, M. (eds) International Encyclopedia of Statistical Science. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04898-2_432
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DOI: https://doi.org/10.1007/978-3-642-04898-2_432
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