Pages that link to "Item:Q1706487"
From MaRDI portal
The following pages link to Testing for self-excitation in jumps (Q1706487):
Displaying 5 items.
- Testing for self-excitation in jumps (Q1706487) (← links)
- Testing for jumps and jump intensity path dependence (Q1753059) (← links)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Surrender contagion in life insurance (Q2103054) (← links)
- Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (Q2158056) (← links)