Yayın: 3D extreme value analysis for stock return, interest rate and speed of mean reversion
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Tarih
Yazarlar
Danışman
Bölüm / Program
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Elsevier BV
Türü
Özet
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Tanım
Dergi veya Seri
Journal of Computational and Applied Mathematics
ISSN
0377-0427
ISBN
Haklar
CLOSED
Anahtar Kelimeler
Stochastic models in economics, comovement, numerical solutions of stochastic differential equations, Heston model, Extreme value theory, extremal stochastic processes, fat-tails, D extreme value analysis, high-peaks, Interest rates, asset pricing, etc. (stochastic models), Statistical methods, risk measures