Christina Erlwein-Sayer
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Person:2304044
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations Applied Stochastic Models in Business and Industry | 2024-07-23 | Paper |
| Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation Nonlinear Analysis. Hybrid Systems | 2020-03-06 | Paper |
| Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM International Series in Operations Research & Management Science | 2018-12-21 | Paper |
| GARCH-extended models: theoretical properties and applications | 2013-07-25 | Paper |
Research outcomes over time
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