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~source:"econis"
~subject:"Probability theory"
~subject:"Stochastic process"
~subject:"Theory"
~type_genre:"Book section"
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Risk management decisions and value under uncertainty
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ECONIS (ZBW)
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Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046799
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Statistical arbitrage in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
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