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Path dependent volatility
Foschi, Paolo; Pascucci, Andrea - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 1, pp. 13-32
Persistent link: https://www.econbiz.de/10003771581
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Computational methods in financial engineering : essays in honour of Manfred Gilli
Kontoghiorghes, Erricos John (ed.); Gilli, Manfred (honouree) - 2008
Persistent link: https://www.econbiz.de/10003635732
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An efficient branch-and-bound strategy for subset vector autoregressive model selection
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred - In: Journal of economic dynamics & control 32 (2008) 6, pp. 1949-1963
Persistent link: https://www.econbiz.de/10003732828
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
Kontoghiorghes, Erricos J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10013520902