Showing results 1 to 5 of 5
Title | Author(s) | Issue Date | |
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Basket trading under co-integration with the logistic mixture autoregressive model Journal:Quantitative Finance | 2011 | ||
2006 | |||
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis Journal:Computational Statistics and Data Analysis | 2011 | ||
On a dynamic mixture GARCH model Journal:Journal of Forecasting | 2009 | ||
OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH Journal:ASTIN Bulletin | 2020 |