Alec Kercheval

Available identifiers

zbMath Open norton-kercheval.alecMaRDI QIDQ1191404

List of research outcomes

Publication	Date of Publication	Type
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix	2022-09-23	Paper
Modelling high-frequency limit order book dynamics with support vector machines	2019-02-06	Paper
A structural jump threshold framework for credit risk	2016-09-28	Paper
Financial Economics: A Concise Introduction to Classical and Behavioral Finance, by T. Hens and M. O. Rieger	2014-01-30	Paper
A generalized birth-death stochastic model for high-frequency order book dynamics	2014-01-17	Paper
Lectures on financial mathematics: discrete asset pricing.	2010-09-07	Paper
The skewed t	2010-06-30	Paper
Erratum for "Denjoy Minimal Sets are Far from Affine"	2010-04-08	Paper
Portfolio optimization for Student \(t\) and skewed \(t\) returns	2010-03-11	Paper
On Rebonato and Jäckel's parametrization method for finding nearest correlation matrices	2009-11-18	Paper
On Rebonato and Jäckel's parametrization method for finding nearest correlation matrices	2008-09-25	Paper
Denjoy minimal sets are far from affine	2003-09-02	Paper
Cantor sets, binary trees, and Lipschitz circle homeomorphisms	2001-01-01	Paper
Denjoy’s theorem with exponents	1999-08-31	Paper
On sets of critical values in the real line	1997-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q4884401	1996-08-19	Paper
The Zygmund Morse-Sard theorem	1994-12-19	Paper
Conformal irregularity for Denjoy diffeomorphisms of the 2-torus	1994-09-28	Paper
The Gauss-Green theorem for fractal boundaries	1992-12-14	Paper
Critical sets in the plane	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4007850	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3973756	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3353301	1991-01-01	Paper
An area approach to wandering domains for smooth surface endomorphisms	1991-01-01	Paper
Functions not Constant on Fractal Quasi-Arcs of Critical Points	1989-01-01	Paper
Continued Fractions and Differentiability of Functions	1988-01-01	Paper
A Critical Set with Nonnull Image has Large Hausdorff Dimension	1986-01-01	Paper

Research outcomes over time

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