SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Financial Modelling With Jump Processes · Study

WorkFinancial Modelling With Jump Processes

Ν. H. Bingham2006

Work2006

Financial Modelling With Jump Processes

45 citations·0/0 files stored·Journal of the American Statistical Association

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

(2006). Financial Modelling With Jump Processes. Journal of the American Statistical Association: Vol. 101, No. 475, pp. 1315-1316.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 45 citations exist upstream.

References

1952Portfolio Selection

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2002Conditional value-at-risk for general loss distributionsarticle · 1 shared reference 1979An intertemporal asset pricing model with stochastic consumption and investment opportunitiesarticle · 1 shared reference 2004The Capital Asset Pricing Model: Theory and Evidencearticle · 1 shared reference 2003Improved estimation of the covariance matrix of stock returns with an application to portfolio selectionarticle · 1 shared reference 2002Strategic Asset Allocationbook · 1 shared reference 2004Honey, I Shrunk the Sample Covariance Matrixarticle · 1 shared reference

Details

Year2006

Typeother

Published2006-09-01

VenueJournal of the American Statistical Association

ISSN-L0162-1459

Languageen

Citations45

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1198/jasa.2006.s130

openalex_workW2122015532

Links

Imported from OpenAlex (CC0) — nothing here is generated.