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Xing, Haipeng (7)
Rachev, Svetlozar (3)Smith, Noah. (3)Chen, Xinyun. (1)Dong, Xu (1)Fang, Yixin. (1)Gandhi, Anshul (1)Glimm, James (1)Holod, Dmytro. (1)Hu, Jiaqiao (1)... View MoreSubject
Applied mathematics (7)
130-30 Fund, Fisher Information, Log Band Fraction, Long Only Portfolio, Low Volatility Strategy (1)American option, FronTier, Front Track, Heston Model (1)Bayesian estimation, Covariance estimation, Operational risk, Parameter estimation, Portfolio optimization (1)CoVaR, GARCH model, Markov switching model, Normal tempered stable distribution, Systemic risk (1)cross-sectional volatility, EH model, EM algorithm, factor model, Jeffrey's Prior, spike phenomenon (1)DCFTP (1)default risk, free-boundary problem, intensity model, option price, stochastic control, time-varying coefficients (1)Operations research (1)Perfect Sampling (1)... View MoreDate Issued2013 (3)2015 (2)2011 (1)2017 (1)Has File(s)Yes (7)