✦ LIBER ✦

New bond pricing models with applications to Japanese data

✍ Scribed by Takeaki Kariya; Hiroshi Tsuda

Publisher: Springer
Year: 1994
Tongue: English
Weight: 827 KB
Volume: 1
Category: Article
ISSN: 1573-6946
DOI: 10.1007/bf02425206

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Generalized Pareto models with applicati

Generalized Pareto models with application to drought data

✍ Saralees Nadarajah 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 227 KB

Extreme value models with application to

Extreme value models with application to drought data

✍ Nadarjah, Saralees 📂 Article 📅 2006 🏛 Springer 🌐 German ⚖ 637 KB

Non-parametric tests in AR models with a

Non-parametric tests in AR models with applications to climatic data

✍ Marc Hallin; Toufik Zahaf; Jana Jurečková; Jaroslava Kalvova; Jan Picek 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 158 KB

New non-parametric tests of the order of the autoregression in a time series model were recently developed by Hallin and JurecAE kovaÂ . The main tool of these tests is the autoregression rank scores. After a brief description of the tests, their performance on simulated AR(1) time series is illustr

An extention of Samuelson's warrant valu

An extention of Samuelson's warrant valuation model and its application to Japanese data

✍ Masafumi Takahashi 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 661 KB

Contaminated normal modeling with applic

Contaminated normal modeling with application to microarray data analysis

✍ Hongying Dai; Richard Charnigo 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 French ⚖ 189 KB

A survey on models for panel count data

A survey on models for panel count data with applications to insurance

✍ Jean-Philippe Boucher; Montserrat Guillén 📂 Article 📅 2009 🏛 Springer Milan 🌐 English ⚖ 243 KB