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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 1
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297277
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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 2
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297278
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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 3
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297279
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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 4
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297280
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Handbook of financial econometrics, mathematics, statistics, and machine learning
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
distributions, in light of their applications to portfolio theory and asset management in addition to their use in research …
Persistent link: https://www.econbiz.de/10012061412
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Handbook of financial econometrics, mathematics, statistics, and machine learning
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
distributions, in light of their applications to portfolio theory and asset management in addition to their use in research … regarding options and futures contracts. In both theory and methodology, we need to rely upon mathematics, which includes linear …? / K-S Chuang. Discriminant analysis, factor analysis, and principal component analysis: Theory, method, and applications …
Persistent link: https://www.econbiz.de/10012643541
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Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina - 2015
Persistent link: https://www.econbiz.de/10011532683
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon - 2023
Persistent link: https://www.econbiz.de/10014282051
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How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller - In: Computational economics 35 (2010) 2, pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
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Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Amisano, Gianni; Tristani, Oreste - 2011
Phenomena such as the Great Moderation have increased the attention of macro-economists towards models where shock processes are not (log-)normal. This paper studies a class of discrete-time rational expectations models where the variance of exogenous innovations is subject to stochastic regime...
Persistent link: https://www.econbiz.de/10009160033