Alec Kercheval

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Person:1191404

Available identifiers

zbMath Open norton-kercheval.alecMaRDI QIDQ1191404

List of research outcomes





PublicationDate of PublicationType
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix2022-09-23Paper
Modelling high-frequency limit order book dynamics with support vector machines2019-02-06Paper
A structural jump threshold framework for credit risk2016-09-28Paper
Financial Economics: A Concise Introduction to Classical and Behavioral Finance, by T. Hens and M. O. Rieger2014-01-30Paper
A generalized birth-death stochastic model for high-frequency order book dynamics2014-01-17Paper
Lectures on financial mathematics: discrete asset pricing.2010-09-07Paper
The skewed t2010-06-30Paper
Erratum for "Denjoy Minimal Sets are Far from Affine"2010-04-08Paper
Portfolio optimization for Student \(t\) and skewed \(t\) returns2010-03-11Paper
On Rebonato and Jäckel's parametrization method for finding nearest correlation matrices2009-11-18Paper
On Rebonato and Jäckel's parametrization method for finding nearest correlation matrices2008-09-25Paper
Denjoy minimal sets are far from affine2003-09-02Paper
Cantor sets, binary trees, and Lipschitz circle homeomorphisms2001-01-01Paper
Denjoy’s theorem with exponents1999-08-31Paper
On sets of critical values in the real line1997-11-26Paper
https://portal.mardi4nfdi.de/entity/Q48844011996-08-19Paper
The Zygmund Morse-Sard theorem1994-12-19Paper
Conformal irregularity for Denjoy diffeomorphisms of the 2-torus1994-09-28Paper
The Gauss-Green theorem for fractal boundaries1992-12-14Paper
Critical sets in the plane1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40078501992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39737561992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33533011991-01-01Paper
An area approach to wandering domains for smooth surface endomorphisms1991-01-01Paper
Functions not Constant on Fractal Quasi-Arcs of Critical Points1989-01-01Paper
Continued Fractions and Differentiability of Functions1988-01-01Paper
A Critical Set with Nonnull Image has Large Hausdorff Dimension1986-01-01Paper

Research outcomes over time

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