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- 2016
-
Mark
Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation
(
- Contribution to journal › Article
-
Mark
Practical Applications Summary: Regime-Based versus Static Asset Allocation: Letting the Data Speak
(
- Contribution to journal › Article
-
Mark
Parameter Estimation in Finance Using Radial Basis Function Methods
2016) SIAM Conference on Financial Mathematics and Engineering(
- Contribution to conference › Paper, not in proceeding
- 2015
-
Mark
A Stability Analysis of the Nord Pool system using hourly spot price data.
(
- Contribution to journal › Article
-
Mark
Consumption management in the Nord Pool region: A stability analysis
(
- Contribution to journal › Article
-
Mark
Stylised facts of financial time series and hidden Markov models in continuous time
(
- Contribution to journal › Article
-
Mark
Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
2015) 22nd International Conference on Forecasting Financial Markets(
- Contribution to conference › Paper, not in proceeding
-
Mark
Stylized facts of financial time series hidden Markov models with time varying parameters
2015) 22nd International Forecasting Financial Markets Conference(
- Contribution to conference › Paper, not in proceeding
-
Mark
Statistics for Finance
2015) In Chapman & Hall/CRC Texts in Statistical Science(
- Book/Report › Book
-
Mark
Regime-Based Versus Static Asset Allocation: Letting the Data Speak
(
- Contribution to journal › Article