The following pages link to (Q4820980):
Displayed 12 items.
- SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution (Q148334) (← links)
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Influence diagnostics for linear models with first-order autoregressive elliptical errors (Q1003791) (← links)
- Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
- Regularizing portfolio risk analysis: a Bayesian approach (Q1707049) (← links)
- Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490) (← links)
- RCEV heteroscedasticity test based on the studentized residuals (Q5866065) (← links)
- Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)