✦ LIBER ✦

Some aspects of modeling and statistical inference for financial models

✍ Scribed by K. Dzhaparidze; P. J. C. Spreij; J. H. Van Zanten

Book ID: 108542422
Publisher: John Wiley and Sons
Year: 2000
Tongue: English
Weight: 347 KB
Volume: 54
Category: Article
ISSN: 0039-0402
DOI: 10.1111/1467-9574.00141

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Statistical inference for stochastic sim

Statistical inference for stochastic simulation models – theory and application

✍ Florian Hartig; Justin M. Calabrese; Björn Reineking; Thorsten Wiegand; Andreas 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 875 KB

Inference for some multivariate ARCH and

Inference for some multivariate ARCH and GARCH models

✍ I. D. Vrontos; P. Dellaportas; D. N. Politis 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 204 KB

## Abstract Multivariate time‐varying volatility models have attracted a lot of attention in modern finance theory. We provide an empirical study of some multivariate ARCH and GARCH models that already exist in the literature and have attracted a lot of practical interest. Bayesian and classical te

Statistical Aspects of Kinetic Modeling

Statistical Aspects of Kinetic Modeling for Food Science Problems

✍ M.A.J.S. VAN BOEKEL 📂 Article 📅 1996 🏛 Institute of Food Technologists 🌐 English ⚖ 354 KB

Efficient Statistical Inference Procedur

Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications

✍ Runze Li; Lei Nie 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 295 KB

Some Simple Statistical Models For Relat

Some Simple Statistical Models For Relative And Absolute Dispersion

✍ R. J. Munro; P. C. Chatwin; N. Mole 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 142 KB

Geochemical aspects of some accumulation

Geochemical aspects of some accumulation models for primary magmas

✍ Sven Maaløe; A. Dana Johnston 📂 Article 📅 1986 🏛 Springer 🌐 English ⚖ 964 KB

The compositions of primary magmas depend to some degree on the dynamic processes occurring in the partially molten region of the mantle. The compositional dependence is estimated for three models which assume either accumulation from a migmatized source region or accumulation entirely by the inters