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Publication search results
found 19 matches
- 2013
- Pilar Abad, Sonia Benito:
A detailed comparison of value at risk estimates. Math. Comput. Simul. 94: 258-276 (2013) - Gian Piero Aielli, Massimiliano Caporin:
Fast clustering of GARCH processes via Gaussian mixture models. Math. Comput. Simul. 94: 205-222 (2013) - David E. Allen, Ron Amram, Michael McAleer:
Volatility spillovers from the Chinese stock market to economic neighbours. Math. Comput. Simul. 94: 238-257 (2013) - Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral:
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Math. Comput. Simul. 94: 183-204 (2013) - Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral:
Risk modelling and management: An overview. Math. Comput. Simul. 94: 159-163 (2013) - Chia-Lin Chang, Lydia González-Serrano, Juan-Angel Jimenez-Martin:
Currency hedging strategies using dynamic multivariate GARCH. Math. Comput. Simul. 94: 164-182 (2013) - J. L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Álvaro Leitao, José G. López-Salas, Carlos Vázquez:
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs. Math. Comput. Simul. 94: 55-75 (2013) - Shawkat Hammoudeh, Ramazan Sari, Mehmet Uzunkaya, Tengdong Liu:
The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price. Math. Comput. Simul. 94: 277-294 (2013) - Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos:
GFC-robust risk management under the Basel Accord using extreme value methodologies. Math. Comput. Simul. 94: 223-237 (2013) - Hye Kyung Kim, Hunki Baek:
The dynamical complexity of a predator-prey system with Hassell-Varley functional response and impulsive effect. Math. Comput. Simul. 94: 1-14 (2013) - James J. Kung, E.-Ching Wu:
An evaluation of some popular investment strategies under stochastic interest rates. Math. Comput. Simul. 94: 96-108 (2013) - Márcio Poletti Laurini, Luiz Koodi Hotta:
Indirect Inference in fractional short-term interest rate diffusions. Math. Comput. Simul. 94: 109-126 (2013) - Shahkar Ahmad Nahvi, Mashuq Un Nabi, S. Janardhanan:
Nonlinearity-aware sub-model combination in trajectory based methods for nonlinear Mor. Math. Comput. Simul. 94: 127-144 (2013) - Paulo Araújo Santos, M. Isabel Fraga Alves:
Forecasting Value-at-Risk with a duration-based POT method. Math. Comput. Simul. 94: 295-309 (2013) - Abhay K. Singh, David E. Allen, Powell J. Robert:
Extreme market risk and extreme value theory. Math. Comput. Simul. 94: 310-328 (2013) - I. E. Svetov, Evgeny Yu. Derevtsov, Yuriy S. Volkov, Thomas Schuster:
A numerical solver based on B-splines for 2D vector field tomography in a refracting medium. Math. Comput. Simul. 94: 15-32 (2013) - Xiong You, Bingzhen Chen:
Symmetric and symplectic exponentially fitted Runge-Kutta-Nyström methods for Hamiltonian problems. Math. Comput. Simul. 94: 76-95 (2013) - Jian Zu:
Global qualitative analysis of a predator-prey system with Allee effect on the prey species. Math. Comput. Simul. 94: 33-54 (2013) - R. El khaoulani, Pierre-Olivier Bouchard:
Efficient numerical integration of an elastic-plastic damage law within a mixed velocity-pressure formulation. Math. Comput. Simul. 94: 145-158 (2013)
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