Analysis of non-stationary dynamics in the financial system (Q2453048): Difference between revisions

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+Bubbles, crashes and risk
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+Markov chain Monte Carlo methods for stochastic volatility models.
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+Synchrosqueezed wavelet transforms: an empirical mode decomposition-like tool
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Long-Term Risk: An Operator Approach
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+Normal rank
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+Statistical inference for time-inhomogeneous volatility models.
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+Agent-based simulation of a financial market
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+Functional data analysis
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+Self-organizing Ising model of financial markets
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+Normal rank