2

Binary option pricing using fuzzy numbers

Year:
2013
Language:
english
File:
PDF, 225 KB
english, 2013
5

A note on GARCH model identification

Year:
2008
Language:
english
File:
PDF, 232 KB
english, 2008
9

Option valuation model with adaptive fuzzy numbers

Year:
2007
Language:
english
File:
PDF, 336 KB
english, 2007
10

Combining estimating functions for volatility

Year:
2009
Language:
english
File:
PDF, 225 KB
english, 2009
11

Hypothesis testing for some time-series models: a power comparison

Year:
1998
Language:
english
File:
PDF, 246 KB
english, 1998
12

Prediction via estimating functions

Year:
1999
Language:
english
File:
PDF, 105 KB
english, 1999
13

A note on filtering for long memory processes

Year:
2001
Language:
english
File:
PDF, 425 KB
english, 2001
14

Estimation for regression with infinite variance errors

Year:
1999
Language:
english
File:
PDF, 316 KB
english, 1999
16

NONPARAMETRIC ESTIMATORS FOR CENSORED CORRELATED DATA

Year:
2002
Language:
english
File:
PDF, 126 KB
english, 2002
18

THE SENSE OF SCENTS

Year:
2008
Language:
english
File:
PDF, 282 KB
english, 2008
19

Financial applications of ARMA models with GARCH errors

Year:
2006
Language:
english
File:
PDF, 216 KB
english, 2006
20

Option pricing for some stochastic volatility models

Year:
2006
Language:
english
File:
PDF, 161 KB
english, 2006
28

Inference for stochastic neuronal models

Year:
1990
Language:
english
File:
PDF, 1.21 MB
english, 1990
30

Inference for stochastic neuronal models

Year:
1990
Language:
english
File:
PDF, 1.16 MB
english, 1990
31

Nonparametric estimation for some nonlinear models

Year:
1996
Language:
english
File:
PDF, 283 KB
english, 1996
32

Smoothing signals for semimartingales

Year:
1988
Language:
english
File:
PDF, 835 KB
english, 1988
33

A criterion for filtering in semimartingale models

Year:
1988
Language:
english
File:
PDF, 548 KB
english, 1988
34

Estimation of multivariate non-linear time series models

Year:
1991
Language:
english
File:
PDF, 724 KB
english, 1991
35

On Bayesian nonparametric estimation for stochastic processes

Year:
1992
Language:
english
File:
PDF, 612 KB
english, 1992
36

Optimal estimation for semimartingale neuronal models

Year:
1992
Language:
english
File:
PDF, 891 KB
english, 1992
37

An introduction to volatility models with indices

Year:
2007
Language:
english
File:
PDF, 153 KB
english, 2007
38

RCA models with GARCH innovations

Year:
2009
Language:
english
File:
PDF, 393 KB
english, 2009
39

Recursive estimation for continuous time stochastic volatility models

Year:
2009
Language:
english
File:
PDF, 401 KB
english, 2009
40

Doubly stochastic models with GARCH innovations

Year:
2011
Language:
english
File:
PDF, 225 KB
english, 2011
42

Random coefficient GARCH models

Year:
2005
Language:
english
File:
PDF, 616 KB
english, 2005
43

Random coefficient mixture (RCM) GARCH models

Year:
2005
Language:
english
File:
PDF, 750 KB
english, 2005
44

Fuzzy coefficient volatility (FCV) models with applications

Year:
2007
Language:
english
File:
PDF, 227 KB
english, 2007
46

Forecasting volatility

Year:
2005
Language:
english
File:
PDF, 224 KB
english, 2005
47

Random coefficient volatility models

Year:
2008
Language:
english
File:
PDF, 206 KB
english, 2008
48

Generalized smoothed estimating functions for nonlinear time series

Year:
2003
Language:
english
File:
PDF, 208 KB
english, 2003
49

Filtering via estimating functions

Year:
1999
Language:
english
File:
PDF, 305 KB
english, 1999