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New order-statistics-based ranking models and faster computation of outcome probabilities
Baker, Rose - In: IMA journal of management mathematics 31 (2020) 1, pp. 32-48
Persistent link: https://www.econbiz.de/10012149764
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Event count distributions from renewal processes : fast computation of probabilities
Baker, Rose; Kharrat, Tarak - In: IMA journal of management mathematics 29 (2018) 4, pp. 415-433
Persistent link: https://www.econbiz.de/10011974903
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Multiday expected shortfall under generalized t distributions : evidence from global stock market
Iqbal, Robina; Sorwar, Ghulam; Baker, Rose; Choudhry, Taufiq - In: Review of quantitative finance and accounting 55 (2020) 3, pp. 803-825
Persistent link: https://www.econbiz.de/10012304001