The following pages link to (Q3583112):
Displaying 50 items.
- Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057) (← links)
- On fiscal and monetary policy-induced macroeconomic volatility dynamics (Q2246607) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- The multiple Cantelli inequalities (Q2305029) (← links)
- Dynamic conditional angular correlation (Q2305980) (← links)
- Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality (Q2339418) (← links)
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
- SARIMA-orthogonal polynomial curve fitting model for medium-term load forecasting (Q2398536) (← links)
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (Q2447408) (← links)
- A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) (← links)
- Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
- Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
- (Q3538354) (← links)
- (Q4431948) (← links)
- Statistical modeling of warm-spell duration series using hurdle models (Q4591498) (← links)
- State Space Modeling & Bayesian Inference with Computational Intelligence (Q4598028) (← links)
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- (Q4631986) (← links)
- DPOT Methodology: An Application to Value-at-Risk (Q4644975) (← links)
- A Time-Series Analysis of Corporate Payout Policies (Q4676172) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- Diagnostic Checking for Weibull Autoregressive Conditional Duration Models (Q4976478) (← links)
- (Q4986380) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216) (← links)
- A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING (Q5025602) (← links)
- Dynamic quantile function models (Q5039628) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
- Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
- Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (Q5073425) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- Variance stabilizing filters<sup>#</sup> (Q5077973) (← links)
- Goodness-of-fit tests for centralized Wishart processes (Q5078009) (← links)
- Normal distribution with plasticizing component (Q5079935) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)
- Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (Q5111852) (← links)
- Optimal Gaussian Approximation For Multiple Time Series (Q5134482) (← links)
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
- Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks (Q5138225) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- Measuring liquidity commonality in financial markets (Q5139252) (← links)
- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
- Bitcoin and Its Offspring: A Volatility Risk Approach (Q5148855) (← links)
