{"title":"Richard K. Crump","description":"\u003cp\u003eRichard K. Crump offers a rigorous exploration of financial markets, focusing on advanced quantitative methods and empirical analysis. His work, including titles like \u003cem\u003eResampling Asset Prices\u003c\/em\u003e, delves into the complexities of asset pricing and econometric modelling, making it essential for readers interested in the scientific study of finance.\u003c\/p\u003e\n\n\u003cp\u003eIdeal for academics and professionals alike, Crump’s books provide deep insights into investment strategies and market dynamics. Expect detailed discussions on risk, return, and the statistical techniques that underpin modern Finance \u0026amp; Investment theory.\u003c\/p\u003e","products":[{"product_id":"resampling-asset-prices-by-nikolay-gospodinov-9781009738378","title":"Resampling Asset Prices","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003eThe 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.\u003c\/p\u003e\n\n\u003cp\u003eThey 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 parameterised pricing model with explicit assumptions on the form of cross-sectional and time-series dependence.\u003c\/p\u003e\n\n\u003cp\u003eThey demonstrate the appealing finite-sample properties of their bootstrap approach in a series of simulation experiments and empirical applications.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47934199333100,"sku":"9781009738378","price":83.0,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/9781009738378-resampling-asset-prices.jpg?v=1783904657"},{"product_id":"resampling-asset-prices-by-nikolay-gospodinov-9781009738392","title":"Resampling Asset Prices","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003eThe 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.\u003c\/p\u003e\n\n\u003cp\u003eTheir bootstrap is nonparametric in nature and so avoids the common practice of committing to a tightly parameterised 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.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47934199365868,"sku":"9781009738392","price":242.0,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/9781009738392-resampling-asset-prices.jpg?v=1783904675"}],"url":"https:\/\/bookhero.pro\/collections\/richard-k-crump.oembed","provider":"Book Hero","version":"1.0","type":"link"}