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  • Search: subject:"expectation-maximization maximum likelihood"
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ARCH model 1 ARCH-Modell 1 CAPM 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Multivariate Analyse 1 Multivariate analysis 1 Normal mean-variance mixture 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 expectation-maximization maximum likelihood 1 multivariate non-Gaussian processes 1 portfolio risk measures 1 time-changed Brownian motion 1 volatility clustering 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bianchi, Michele Leonardo 1 Fabozzi, Frank J. 1 Tassinari, Gian Luca 1
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International journal of theoretical and applied finance 1
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ECONIS (ZBW) 1
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Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo; Tassinari, Gian Luca; … - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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