Pages that link to "Item:Q5414497"
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The following pages link to Asset allocation under threshold autoregressive models (Q5414497):
Displaying 3 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) (← links)
- Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)
