Financial and risk modelling with semicontinuous covariances
type: Item
instance of: scholarly article
title: Financial and risk modelling with semicontinuous covariances
zbMATH Open document ID: 1431.91424
author: Yanyan Li
published in: Information Sciences
publication date: 2020-02-07T00:00:00Z
Mathematics Subject Classification ID: 91G45
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7164495
zbMATH Keywords: financial crises
zbMATH Keywords: interest rates
zbMATH Keywords: IS-LM model
zbMATH Keywords: negative money
zbMATH Keywords: random walk
zbMATH Keywords: semicontinuous covariance
MaRDI profile type: MaRDI publication profile
full work available at URL: j.ins.2017.02.002
OpenAlex ID: W2584720005
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DOI: 10.1016/J.INS.2017.02.002
description: scientific article; zbMATH DE number 7164495