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The analytics of investment, q, and cash flow
Abel, Andrew B. - 2015
Persistent link: https://www.econbiz.de/10011350218
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Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava; Schmitt, Thilo A.; Schäfer, Rudi; … - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011403228
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Stochastic dynamical modelling of spot freight rates
Benth, Fred Espen; Koekebakker, Steen; Taib, Che Mohd … - In: IMA journal of management mathematics 26 (2015) 3, pp. 273-297
Persistent link: https://www.econbiz.de/10011405425
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A stochastic latent moment model for electricity price formation
Gianfreda, Angelica; Bunn, Derek W. - In: Operations research 66 (2018) 5, pp. 1189-1203
Persistent link: https://www.econbiz.de/10011932421
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Risk-averse two-stage stochastic program with distributional ambiguity
Jiang, Ruiwei; Guan, Yongpei - In: Operations research 66 (2018) 5, pp. 1390-1405
Persistent link: https://www.econbiz.de/10011932509
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Dealing with heterogeneity in panel VARs using sparse finite mixtures
Huber, Florian - 2018
Persistent link: https://www.econbiz.de/10011871455
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Scale-free distribution as an economic invariant : a theoretical approach
Chakrabarti, Anindya S. - In: Journal of economic interaction and coordination : JEIC 12 (2017) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10011878088
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Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Hu, Xiang; Lianzeng, Zhang; Sun, Weiwei - In: Scandinavian actuarial journal (2018) 5, pp. 412-425
Persistent link: https://www.econbiz.de/10011881460
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Precise local large deviations for heavy-tailed random sums with applications to risk models
Zhang, Qiuying; Cheng, Fengyang - In: Scandinavian actuarial journal (2018) 5, pp. 450-463
Persistent link: https://www.econbiz.de/10011881464
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A concise proof of Gaussian smoothing
Singer, Hermann - 2018
Persistent link: https://www.econbiz.de/10011957389