Replication Methods for Financial Indexes
Year of publication: |
2017
|
---|---|
Authors: | Remillard, Bruno |
Other Persons: | Nasri, Bouchra R. (contributor) ; Ben-abdellatif, Malek (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 11, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3000340 [DOI] |
Classification: | G11 - Portfolio Choice ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Evidence on the Importance of Volatility Density Forecasting for Financial Risk Management
Mukherjee, Arpita, (2022)
-
Package CovRegpy : Regularised Covariance Regression and Forecasting in Python
van Jaarsveldt, Cole, (2023)
-
Mantesso F, Flavio, (2023)
- More ...
-
Goodness-of-Fit for Regime-Switching Copula Models with Application to Option Pricing
Nasri, Bouchra R., (2019)
-
Estimation and Goodness-of-Fit for Regime-Switching Copula Models with Application to Option Pricing
Nasri, Bouchra R., (2019)
-
Semi-Parametric Copula-Based Models Under Non-Stationarity
Nasri, Bouchra R., (2018)
- More ...