Fundraising September 15, 2024 – October 1, 2024 About fundraising
56

Time Series with Additive Noise

Year:
1999
Language:
english
File:
PDF, 734 KB
english, 1999
57

Bayesian Unit-Root Testing in Stochastic Volatility Models

Year:
1999
Language:
english
File:
PDF, 260 KB
english, 1999
59

Bayesian Unit-Root Testing in Stochastic Volatility Models

Year:
1999
Language:
english
File:
PDF, 808 KB
english, 1999
60

Long-term memory in stock market volatility

Year:
2000
Language:
english
File:
PDF, 145 KB
english, 2000
63

A Stochastic Volatility Model With Markov Switching

Year:
1998
Language:
english
File:
PDF, 1.54 MB
english, 1998
65

Statistical inference for conditional quantiles in nonlinear time series models

Year:
2015
Language:
english
File:
PDF, 1003 KB
english, 2015
73

Stochastic Multivariate Mixture Covariance Model

Year:
2016
Language:
english
File:
PDF, 2.96 MB
english, 2016
84

Abnormal P and QRS Axes in a Young Male With a Stab Wound to the Chest

Year:
2018
Language:
english
File:
PDF, 1.42 MB
english, 2018
90

Volatility Forecasting with Double Markov Switching GARCH Models

Year:
2009
Language:
english
File:
PDF, 262 KB
english, 2009
91

Bayesian Model Selection for Heteroskedastic Models

Year:
2008
Language:
english
File:
PDF, 348 KB
english, 2008
92

A Multivariate GARCH Model with Aggregate Threshold Dynamics

Year:
2010
Language:
english
File:
PDF, 206 KB
english, 2010
94

Special issue on Risk management

Year:
2018
Language:
english
File:
PDF, 415 KB
english, 2018
96

Multivariate GARCH Models with Correlation Clustering

Year:
2009
Language:
english
File:
PDF, 1.01 MB
english, 2009
97

Detecting Relevant Interactions in High Dimensional Data Analysis

Year:
2014
Language:
english
File:
PDF, 373 KB
english, 2014
98

Vine-Copula GARCH Model with Dynamic Conditional Dependence

Year:
2013
Language:
english
File:
PDF, 617 KB
english, 2013