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Risk Model of Good and Bad Periods · Study

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ChapterRisk Model of Good and Bad Periods

Zbigniew Michna2005

Chapter2005

Risk Model of Good and Bad Periods

Zbigniew Michna

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Decision-Making and Behavioral Economics Forecasting Techniques and Applications Financial Risk and Volatility Modeling

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 1987Applied Probability and Queues 1994A storage model with self-similar input 1999An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions 1998Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models 1999Extremes of a certain class of Gaussian processes 2004Self‐Similar Processes 1999On the ruin probabilities in a general economic environment

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Year2005

Typechapter

Published2005-11-10

VenueSpringer eBooks

Languageen

Citations0

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1007/3-540-27395-6_17

openalex_workW15731042

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