The following pages link to Financial Econometrics (Q5224505):
Displaying 5 items.
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- A simple joint model for returns, volatility and volatility of volatility (Q2682964) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- Extending the Scope of Robust Quadratic Optimization (Q5084646) (← links)
- Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)
