Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Janko Hernandez / rank | |||
Property / author | |||
Property / author: Luis A. Seco / rank | |||
Revision as of 05:01, 20 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Algorithmic estimation of risk factors in financial markets with stochastic drift |
scientific article |
Statements
Algorithmic estimation of risk factors in financial markets with stochastic drift (English)
0 references
15 November 2012
0 references
algorithmic estimation
0 references
stochastic drift
0 references
method of moments
0 references
interest rates
0 references
commodity prices
0 references