Jeremy Penzer

Available identifiers

zbMath Open penzer.jeremyMaRDI QIDQ713704

List of research outcomes

Publication	Date of Publication	Type
Probability and Statistical Inference	2021-01-28	Paper
APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS	2016-06-01	Paper
Measuring large comovements in financial markets	2014-01-24	Paper
Diagnosing seasonal shifts in time series using state space models	2012-10-19	Paper
State space models for time series with patches of unusual observations	2008-06-18	Paper
Estimating Trends in Weather Series: Consequences for Pricing Derivatives	2008-04-04	Paper
The ARMA model in state space form	2007-03-02	Paper
Diagnosing Shocks in Time Series	1999-11-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jeremy Penzer