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On singular control for Lévy processes
Noba, Kei; Yamazaki, Kazutoshi - In: Mathematics of operations research 48 (2023) 3, pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
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A review of new developments in finance with deep learning : deep hedging and deep calibration
Shinozaki, Yuji - 2024
Persistent link: https://www.econbiz.de/10015053520
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Relationship between Czech and European developed stock markets: DCC MV GARCH analysis
Princ, Michael - 2010
The study concentrates on an analysis of the Czech stock market performed by an application of DCC MV GARCH model of Engle (2002). Data sample including years from 1994 to 2009 is represented by daily returns of Prague Stock Exchange index and other 11 major stock indices. There is found an...
Persistent link: https://www.econbiz.de/10010322302
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Nonlinear multivariate analysis for multiattribute preference data
Lans, Ivo A. van der - 1992
Persistent link: https://www.econbiz.de/10000884486
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher; Larsson, Rolf - 1994
Persistent link: https://www.econbiz.de/10000895297
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Multivariate analysis of variance of consumption data from a British time-of-use electricity pricing experiment
Henley, Andrew; Peirson, John - 1993
Persistent link: https://www.econbiz.de/10000898016
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The multivariate invariance principle for globally nonstationary processes, with an application to I(2) models
Davidson, James E. H. - 1993
Persistent link: https://www.econbiz.de/10000856230
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A latent class binomial logit methodology for the analysis of paired comparison choice data
Wedel, Michel; DeSarbo, Wayne - 1992
Persistent link: https://www.econbiz.de/10000831791
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Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de; Resnick, Sidney I. - 1991
Persistent link: https://www.econbiz.de/10000842077