Financial Econometrics
From MaRDI portal
Publication:5224505
DOI10.1017/9781316819302zbMath1425.91008OpenAlexW4231073035MaRDI QIDQ5224505
Publication date: 24 July 2019
Full work available at URL: https://doi.org/10.1017/9781316819302
Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)
Related Items (6)
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET ⋮ Extending the Scope of Robust Quadratic Optimization ⋮ A simple joint model for returns, volatility and volatility of volatility ⋮ Testing Stability in Functional Event Observations with an Application to IPO Performance ⋮ Nonparametric estimation for high-frequency data incorporating trading information ⋮ Sequential monitoring for changes from stationarity to mild non-stationarity
This page was built for publication: Financial Econometrics