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Economics, Econometrics and Finance
Economics, Econometrics and Finance 論文レビュー
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4,392 results
Nonlinear parabolic stochastic evolution equations in critical spaces Part II. Blow-up criteria and instantaneous regularization
Antonio Agresti, Mark Veraar
arXiv (Cornell University)
|
2020
|
6 citations
Nonparametric risk bounds for time-series forecasting
Daniel J. McDonald, Cosma Rohilla Shalizi, +1
arXiv (Cornell University)
|
2012
|
6 citations
On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes
Mario Hefter, Arnulf Jentzen
arXiv (Cornell University)
|
2017
|
6 citations
On Bond Portfolio Management
Vladislav Kargin
ArXiv.org
|
2002
|
6 citations
On collective non-gaussian dependence patterns in high frequency financial data
Andrei Leonidov, Vladimir Trainin, +1
ArXiv.org
|
2005
|
6 citations
On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance
Georg Berschneider, Björn Böttcher
arXiv (Cornell University)
|
2018
|
6 citations
On dependence consistency of CoVaR and some other systemic risk measures
Georg Mainik, Eric Schaanning
arXiv (Cornell University)
|
2012
|
6 citations
On discrete time hedging in d-dimensional option pricing models
Mika Hujo
ArXiv.org
|
2007
|
6 citations
On Extremal Index of Max-Stable Random Fields
Enkelejd Hashorva
arXiv (Cornell University)
|
2020
|
6 citations
On honest times in financial modeling
Ashkan Nikeghbali, Eckhard Platen
ArXiv.org
|
2008
|
6 citations
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