Robert J. Frey
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Person:2950826
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 |
|---|---|---|
| Improving ARMA-GARCH forecasts for high frequency data with regime-switching ARMA-GARCH | 2015-10-09 | Paper |
| scientific article; zbMATH DE number 6264667 (Why is no real title available?) | 2014-03-03 | Paper |
| Modeling risk in arbitrage strategies using finite mixtures§ Quantitative Finance | 2009-11-16 | Paper |
Research outcomes over time
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