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Found 191 Documents (Results 1–100)

Stress testing diversified portfolios: the case of the CoinShares gold and cryptoassets index. (English) Zbl 1457.91345

Pardalos, Panos (ed.) et al., Mathematical research for blockchain economy. Proceedings of the 2nd international conference on mathematical research for blockchain economy, MARBLE 2020, Vilamoura, Portugal, June 8–10, 2020. Cham: Springer. Springer Proc. Bus. Econ., 43-64 (2020).
MSC:  91G10
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Diagnostic checking for Weibull autoregressive conditional duration models. (English) Zbl 1367.62269

Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 107-114 (2016).
MSC:  62M10 91B84
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On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators. (English) Zbl 1367.62254

Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 47-106 (2016).
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Ian McLeod’s contribution to time series analysis – a tribute. (English) Zbl 1367.62009

Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 1-16 (2016).
MSC:  62-03 62M10 01A70
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