Showing 1 - 10 of 12,833
Persistent link: https://www.econbiz.de/10012622293
Persistent link: https://www.econbiz.de/10011641513
Inspired by the question of identifying the start time τ of financial bubbles, we address the calibration of time series in which the inception of the latest regime of interest is unknown. By taking into account the tendency of a given model to overfit data, we introduce the Lagrange...
Persistent link: https://www.econbiz.de/10011877499
Persistent link: https://www.econbiz.de/10003489200
Persistent link: https://www.econbiz.de/10010372470
Persistent link: https://www.econbiz.de/10001075972
Persistent link: https://www.econbiz.de/10003786480
Persistent link: https://www.econbiz.de/10011378738
Persistent link: https://www.econbiz.de/10001578911
Persistent link: https://www.econbiz.de/10012028815