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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The effect of estimation in high-dimensional portfolios
Gandy, Axel
;
Veraart, Luitgard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 531-559
Persistent link: https://www.econbiz.de/10009783354
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A latent trawl process model for extreme values
Noven, Ragnhild C.
;
Veraart, Almut E. D.
;
Gandy, Axel
- In:
The journal of energy markets
11
(
2018
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012001918
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