The following pages link to (Q3499189):
Displayed 20 items.
- Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
- Error statistical modeling and inference: where methodology meets ontology (Q516206) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- Asymptotic identity in min-plus algebra: a report on CPNS (Q642426) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- Matrices -- compensating the loss of anschauung (Q2101899) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- The profitability in the FTSE 100 index: a new Markov chain approach (Q2180274) (← links)
- A resampling approach for confidence intervals in linear time-series models after model selection (Q2683268) (← links)
- Modeling Asset Prices (Q3112452) (← links)
- (Q4986382) (← links)
- The Dispersion Bias (Q5080131) (← links)
- MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (Q5854327) (← links)
- Multiple Anchor Point Shrinkage for the Sample Covariance Matrix (Q5868799) (← links)
- Encounters with Martingales in Statistics and Stochastic Optimization (Q6096242) (← links)
- A stable sequential multiple test for Koopman-Darmois family (Q6105772) (← links)