Pages that link to "Item:Q2404424"
From MaRDI portal
The following pages link to Assessing systematic risk in the S\&P500 index between 2000 and 2011: a Bayesian nonparametric approach (Q2404424):
Displaying 4 items.
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Erlang mixture modeling for Poisson process intensities (Q2066740) (← links)
- Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process (Q6547746) (← links)
- Nonparametric Bayesian Modeling and Estimation for Renewal Processes (Q6631870) (← links)