The following pages link to (Q3503415):
Displayed 20 items.
- A Bayesian chi-squared test for hypothesis testing (Q496143) (← links)
- A confidence interval test for the detection of structural breaks (Q647992) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Modeling record-breaking stock prices (Q1782591) (← links)
- Extracting the sovereigns' CDS market hierarchy: a correlation-filtering approach (Q1783187) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk (Q1984486) (← links)
- Robust stochastic sorting with interacting criteria hierarchically structured (Q2030630) (← links)
- Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
- Index future trading and spot market volatility in frontier markets: evidence from Ho Chi Minh Stock Exchange (Q2166087) (← links)
- Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
- Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization (Q2253530) (← links)
- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
- Neural network copula portfolio optimization for exchange traded funds (Q4554457) (← links)
- The DNA of security return (Q4682989) (← links)
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (Q5081062) (← links)
- Fat tails and black swans: Exact results for multiplicative processes with resets (Q5112961) (← links)
- The use of temporally aggregated data in modeling and testing a variance change in a time series (Q6073576) (← links)
- ABC of the future (Q6089891) (← links)
- Hybrid model for stock market volatility (Q6110790) (← links)