Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049): Difference between revisions

@@ Property / full work available at URL @@
-https://doi.org/10.1016/j.cor.2010.09.007
-Normal rank
@@ Property / OpenAlex ID @@
-W2033114918
@@ Property / OpenAlex ID: W2033114918 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cor.2010.09.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2033114918
@@ Property / OpenAlex ID: W2033114918 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3739966
@@ Property / cites work: Q3739966 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Particle Filters for Partially Observed Diffusions
+Normal rank
@@ Property / cites work @@
+Stochastic volatility models as hidden Markov models and statistical applications
+Normal rank
@@ Property / cites work @@
+Linear diffusion with stationary switching regime
@@ Property / cites work: Linear diffusion with stationary switching regime / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic theorems. With a supplement by Antoine Brunel
+Normal rank
@@ Property / cites work @@
+Maximum-likelihood estimation for hidden Markov models
+Normal rank
@@ Property / cites work @@
+A Monte Carlo EM Approach for Partially Observable Diffusion Processes: Theory and Applications to Neural Networks
+Normal rank
@@ Property / cites work @@
+ARCH models as diffusion approximations
@@ Property / cites work: ARCH models as diffusion approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Q5657604
@@ Property / cites work: Q5657604 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
+Normal rank