Pages that link to "Item:Q444333"
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The following pages link to Discrete time series, processes, and applications in finance. (Q444333):
Displaying 7 items.
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
- DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5 (Q2937717) (← links)
- Market calibration under a long memory stochastic volatility model (Q4585681) (← links)
- Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (Q5037041) (← links)
- Stochastic regularization for the mean-variance allocation scheme (Q5234343) (← links)
- Discrete Time Series, Processes, and Applications in Finance (Q5247923) (← links)