Pages that link to "Item:Q2293145"
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The following pages link to Financial and risk modelling with semicontinuous covariances (Q2293145):
Displayed 6 items.
- D-optimal designs for complex Ornstein-Uhlenbeck processes (Q1643798) (← links)
- Application of innovative risk early warning mode under big data technology in Internet credit financial risk assessment (Q2223791) (← links)
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
- Log-gamma motion as flexible model for generalized interest rates (Q4639175) (← links)
- How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions? (Q5034168) (← links)
- Multiseasonal discrete-time risk model revisited (Q6185041) (← links)