1

Is volatility clustering of asset returns asymmetric?

Year:
2015
Language:
english
File:
PDF, 1.24 MB
english, 2015
3

Vague C-means clustering algorithm

Year:
2013
Language:
english
File:
PDF, 561 KB
english, 2013
5

Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters

Year:
2010
Language:
english
File:
PDF, 507 KB
english, 2010
7

GMM Estimation of a Realized Stochastic Volatility Model: A Monte Carlo Study

Year:
2016
Language:
english
File:
PDF, 1.40 MB
english, 2016
13

Modeling the leverage effect with copulas and realized volatility

Year:
2008
Language:
english
File:
PDF, 299 KB
english, 2008
14

Stochastic volatility model under a discrete mixture-of-normal specification

Year:
2013
Language:
english
File:
PDF, 391 KB
english, 2013
15

Polymeric Micelles Formed by Splitting of Micellar Cluster

Year:
2007
Language:
english
File:
PDF, 253 KB
english, 2007
22

Random matrix application to correlations amongst the volatility of assets

Year:
2015
Language:
english
File:
PDF, 1.28 MB
english, 2015