and more advanced topics in statistics, such as regression, ARMA and GARCH models, the bootstrap, and nonparametric … regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …

the underlyingstructure. The book considers high dimensional objects, as density functions and regression. The …: Nonparametric models (histogram, kernel density estimation, nonparametric regression) and semiparametric models (generalized … regression, single index models, generalized partial linear models, additive and generalized additive models). The first part is …