Pages that link to "Item:Q956492"
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The following pages link to Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492):
Displaying 6 items.
- Instance-based credit risk assessment for investment decisions in P2P lending (Q320963) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
- Stochastic cusp catastrophe model and its Bayesian computations (Q5861214) (← links)
- Why topological data analysis detects financial bubbles? (Q6144157) (← links)
