✦ LIBER ✦

A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION

✍ Scribed by Evan W. Anderson; Lars Peter Hansen; Thomas J. Sargent

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Market price of risk specifications for

✍ Patrick Cheridito; Damir Filipović; Robert L. Kimmel 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 394 KB

Structural risk minimization: a robust m

✍ Giorgio Corani; Marino Gatto 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 199 KB

A jump diffusion model for spot electric

✍ Bhar, Ramaprasad; Colwell, David B.; Xiao, Yuewen 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 497 KB

Behavior of systematic risk in a regiona

✍ Haluk Akdogan 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 256 KB

Genetic algorithm for optimization and s

✍ W.C. Gerken; L.K. Purvis; R.J. Butera 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 147 KB

Robust Estimation and Outlier Detection

✍ Walter R. Mebane Jr.; Jasjeet S. Sekhon 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 276 KB