Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
GLM-methods for volatility models - MaRDI portal

GLM-methods for volatility models (Q4970947)

From MaRDI portal
scientific article; zbMATH DE number 7257871
Language Label Description Also known as
English
GLM-methods for volatility models
scientific article; zbMATH DE number 7257871

    Statements

    title
    GLM-methods for volatility models (English)
    0 references
    author
    Joan del Castillo
    0 references
    Youngjo Lee
    0 references
    publication date
    8 October 2020
    0 references
    zbMATH Keywords
    generalized linear models
    0 references
    Lévy processes
    0 references
    normal inverse Gaussian distribution
    0 references
    likelihood for random-effect
    0 references
    models
    0 references
    portfolio selection
    0 references

    Identifiers

    zbMATH DE Number
    7257871
    0 references
    OpenAlex ID
    W1976493563
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4970947&oldid=37286411"
    Powered by MediaWiki