Nonlinear relative dynamics
Year of publication: |
2020
|
---|---|
Authors: | Bramante, Riccardo ; Dallago, Gimmi ; Facchinetti, Silvia |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 26.2020, 13, p. 1301-1314
|
Subject: | Correlation | Covariance | Nonlinear relationships | Korrelation | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
-
A low-dimension collinearity-robust test for non-linearity
Castle, Jennifer L., (2007)
-
A low-dimension portmanteau test for non-linearity
Castle, Jennifer, (2010)
-
A low-dimension portmanteau test for non-linearity
Castle, Jennifer, (2010)
- More ...
-
Black's model in a negative interest rate environment, with application to OTC derivatives
Bramante, Riccardo, (2022)
-
An efficient method of evaluating portfolio risk and return
Bramante, Riccardo, (2013)
-
Arbia, Giuseppe, (2020)
- More ...