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This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a prior course in statistics, but no background in finance or economics. The basics of probability and statistics are reviewed and more advanced topics in statistics, such as...
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starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then … moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and …
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