Font Size:
a
A
A
Keyword [non-Gaussian]
Result: 1 - 12 | Page: 1 of 1
1.
Research On Nonlinear And Non-Gaussian Time Series Prediction
2.
Estimation On SCD Model Based On Non-Gaussian State Space Model
3.
Dynamic Portfolio Optimization With Defaultable Bond And Regime-Switching On Non-Gaussian Ornstein-Uhlenbeck Process
4.
Prediction Interval For Autoregressive Time Series Via Oracally Efficient Estimation Of Multi-Step Ahead Innovation Distribution Function
5.
Bayesian Estimation Of Non-Gaussian Stochastic Volatility Models
6.
Estimating And Using Non-gaussian GARCH Models With VIX Data For Hedging Schemes
7.
Lyapunov exponents for stochastic Anderson models with non-Gaussian noise; portfolio optimization in discrete time with proportional transaction costs under stochastic volatility
8.
A non-linear, non-Gaussian state-space approach to financial portfolio risk analysis using particle filters
9.
Liquidity risk estimation: Non-Gaussian AR models and quantile expansions
10.
Non-Gaussian models of financial markets: Simulation via series representations
11.
Learning Non-gaussian Factor Analysis with Different Structures: Comparative Investigations on Model Selection and Applications
12.
Pricing and hedging derivative securities using non-Gaussian distributions
<<First
<Prev Next>
Last>>
Jump to
