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Financial and risk modelling with semicontinuous covariances · Study

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ArticleFinancial and risk modelling with semicontinuous covariances

Milan Stehlík2017

Article2017

Financial and risk modelling with semicontinuous covariances

Milan Stehlík · Ch. Helperstorfer · Philipp Hermann · Jaroslav Šupina · Luís M. Grilo · Jean Paul Maidana +2 more

28 citations·0/0 files stored·Information Sciences

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Stochastic processes and financial applications Probability and Statistical Research Financial Risk and Volatility Modeling

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References

1993Discretion versus policy rules in practice 1989Design and Analysis of Computer Experiments 2005The Copenhagen Burnout Inventory: A new tool for the assessment of burnout 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 1994Statistics for Spatial Data, Revised Edition.1993Optimal design of experiments 1995Random Walks in Stock Market Prices 1965Random Walks in Stock Market Prices

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Year2017

Typearticle

Published2017-02-04

VenueInformation Sciences

ISSN-L0020-0255

Languageen

Citations28

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.ins.2017.02.002

openalex_workW2584720005

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