✦ LIBER ✦

Non-stationary non-parametric volatility model

✍ Scribed by Heejoon Han; Shen Zhang

Book ID: 115088907
Publisher: John Wiley and Sons
Year: 2012
Tongue: English
Weight: 806 KB
Volume: 15
Category: Article
ISSN: 1368-4221
DOI: 10.1111/j.1368-423x.2011.00357.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Non-stationary parametric oscillations

✍ A.H. Nayfeh; K.R. Asfar 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 403 KB

Bootstrapping Autoregression under Non-s

Bootstrapping Autoregression under Non-stationary Volatility

✍ Ke-Li Xu 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 223 KB

Stationary bootstrapping for non-paramet

Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model

✍ Eunju Hwang; Dong Wan Shin 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 749 KB

Parametric translation models for statio

Parametric translation models for stationary non-Gaussian processes and fields

✍ Mircea Grigoriu 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 249 KB

Parametric representations, that is, deterministic functions with time and/or space argument depending on finite families of random variables, are defined and used to describe approximately stationary non-Gaussian processes and fields specified partially by their marginal distribution and second-mom

Non-stationary squeezing in a parametric

Non-stationary squeezing in a parametric amplifier

✍ Artur Ekert; Peter L. Knight 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 421 KB

Time-Transformed Unit Root Tests for Mod

Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility

✍ Giuseppe Cavaliere; A. M. Robert Taylor 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 651 KB