Pages that link to "Item:Q444333"

The following pages link to Discrete time series, processes, and applications in finance. (Q444333):

Displayed 5 items.

• Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) ‎ (← links)
• Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) ‎ (← links)
• Market calibration under a long memory stochastic volatility model (Q4585681) ‎ (← links)
• Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (Q5037041) ‎ (← links)
• Stochastic regularization for the mean-variance allocation scheme (Q5234343) ‎ (← links)