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You searched for subject:( Conditional heteroscedasticity). Showing records 1 – 12 of 12 total matches.

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University of Southern California

1. Ashrafulla, Syed. Causality and consistency in electrophysiological signals.

Degree: PhD, Electrical Engineering, 2014, University of Southern California

 Model‐based approaches to electrophysiological signal processing provide low‐variance estimates of the activity and relationships within neurological systems. In this dissertation, we develop a method for… (more)

Subjects/Keywords: signal processing; correlation; causality; autoregression; conditional heteroscedasticity; brain; electroencephalography; magnetoencephalography; electrophysiology

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ashrafulla, S. (2014). Causality and consistency in electrophysiological signals. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256

Chicago Manual of Style (16th Edition):

Ashrafulla, Syed. “Causality and consistency in electrophysiological signals.” 2014. Doctoral Dissertation, University of Southern California. Accessed December 15, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256.

MLA Handbook (7th Edition):

Ashrafulla, Syed. “Causality and consistency in electrophysiological signals.” 2014. Web. 15 Dec 2019.

Vancouver:

Ashrafulla S. Causality and consistency in electrophysiological signals. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Dec 15]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256.

Council of Science Editors:

Ashrafulla S. Causality and consistency in electrophysiological signals. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256

2. Hasanov, Evgenij. Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes.

Degree: 2004, Universität Dortmund

Die vorliegende Arbeit beschäftigt sich mit der Überprüfung der Random-Walk-Hypothese für stochastische Prozesse mit bedingt heteroskedastischen Innovationen. Zunächst werden einige wichtige Eigenschaften diskreter stochastischer Prozesse… (more)

Subjects/Keywords: Bedingte Heteroskedastie; Conditional heteroscedasticity; Einheitswurzel; GARCH; Power prices; Strompreise; Unit root; 510

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APA (6th Edition):

Hasanov, E. (2004). Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes. (Thesis). Universität Dortmund. Retrieved from http://hdl.handle.net/2003/20099

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hasanov, Evgenij. “Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes.” 2004. Thesis, Universität Dortmund. Accessed December 15, 2019. http://hdl.handle.net/2003/20099.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hasanov, Evgenij. “Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes.” 2004. Web. 15 Dec 2019.

Vancouver:

Hasanov E. Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes. [Internet] [Thesis]. Universität Dortmund; 2004. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2003/20099.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hasanov E. Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes. [Thesis]. Universität Dortmund; 2004. Available from: http://hdl.handle.net/2003/20099

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Nairobi

3. Mwambi, Winfred N. An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market .

Degree: 2012, University of Nairobi

 The primary objective of this study is to assess the day of the week effect in the Kenya Shilling versus Us Dollar foreign exchange market… (more)

Subjects/Keywords: Day-of-the-Week Effect; Volatility; Exchange rate; Generalized Autoregressive Conditional Heteroscedasticity models

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APA (6th Edition):

Mwambi, W. N. (2012). An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mwambi, Winfred N. “An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market .” 2012. Thesis, University of Nairobi. Accessed December 15, 2019. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mwambi, Winfred N. “An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market .” 2012. Web. 15 Dec 2019.

Vancouver:

Mwambi WN. An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2019 Dec 15]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mwambi WN. An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

4. Nybrant, Arvid. Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk.

Degree: Statistics, 2018, Uppsala University

  Value at Risk has over the last couple of decades become one of the most widely used measures of market risk. Several methods to… (more)

Subjects/Keywords: VaR; GARCH; Volatility Forecasting; Backtesting; Conditional Heteroscedasticity; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nybrant, A. (2018). Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nybrant, Arvid. “Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk.” 2018. Thesis, Uppsala University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nybrant, Arvid. “Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk.” 2018. Web. 15 Dec 2019.

Vancouver:

Nybrant A. Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk. [Internet] [Thesis]. Uppsala University; 2018. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nybrant A. Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk. [Thesis]. Uppsala University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Minho

5. Araújo, Maria Isabel da Silva. O ouro como valor de refúgio .

Degree: 2013, Universidade do Minho

 O aumento do preço do ouro para valores excessivamente elevados coincide com o início da crise financeira de 2007. Desde então o ouro evoluiu como… (more)

Subjects/Keywords: Ouro; Valor de refúgio; Crise financeira; Correlações condicionais; Heteroscedasticidade condicional; Gold; Safe haven; Financial crisis; Conditional correlations; Conditional heteroscedasticity

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APA (6th Edition):

Araújo, M. I. d. S. (2013). O ouro como valor de refúgio . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/28428

Chicago Manual of Style (16th Edition):

Araújo, Maria Isabel da Silva. “O ouro como valor de refúgio .” 2013. Masters Thesis, Universidade do Minho. Accessed December 15, 2019. http://hdl.handle.net/1822/28428.

MLA Handbook (7th Edition):

Araújo, Maria Isabel da Silva. “O ouro como valor de refúgio .” 2013. Web. 15 Dec 2019.

Vancouver:

Araújo MIdS. O ouro como valor de refúgio . [Internet] [Masters thesis]. Universidade do Minho; 2013. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1822/28428.

Council of Science Editors:

Araújo MIdS. O ouro como valor de refúgio . [Masters Thesis]. Universidade do Minho; 2013. Available from: http://hdl.handle.net/1822/28428


Vilnius University

6. Osipavičiūtė, Aušra. Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu.

Degree: Master, 2009, Vilnius University

Darbe siekiama aprašyti periodinį ilgos atminties finansinių laiko eilučių elgesį. Remiantis anksčiau sukurtais modeliais, siūlomas h-faktorių Gegenbauer-LARCH modelis, kuris į LARCH tipo proceso sąlyginės dispersijos… (more)

Subjects/Keywords: Heteroscedasticity; Long memomy; Gegenbauer; LARCH; Conditional heteroscedasticity; Generalised long memory filter; Financial; Return; Periodic; Sąlyginis heteroskedastiškumas; Ilga atmintis; Periodinis; Apibendrintas ilgos atminties filtras; Kintamumas; Grąžos; Valiutų kursai; Valiutų kursų modeliavimas

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APA (6th Edition):

Osipavičiūtė, Aušra. (2009). Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu. (Masters Thesis). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Osipavičiūtė, Aušra. “Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu.” 2009. Masters Thesis, Vilnius University. Accessed December 15, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Osipavičiūtė, Aušra. “Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu.” 2009. Web. 15 Dec 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Osipavičiūtė, Aušra. Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu. [Internet] [Masters thesis]. Vilnius University; 2009. [cited 2019 Dec 15]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Osipavičiūtė, Aušra. Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu. [Masters Thesis]. Vilnius University; 2009. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


Universidade do Minho

7. Vieira, Sara Filipa Campos. Bitcoin: propriedades empíricas .

Degree: 2019, Universidade do Minho

 Na história da civilização humana, o dinheiro foi, sem dúvida, uma grande descoberta histórica. Mais recentemente, surgiu um novo tipo de moeda: a moeda digital.… (more)

Subjects/Keywords: Ativo de cobertura de risco; Ativo diversificador efetivo; Ativo de refúgio; Bitcoin; Correlações condicionais; Heterocedasticidade condicional; Conditional correlations; Conditional heteroscedasticity; Diversifier; Hedge; Safe haven

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vieira, S. F. C. (2019). Bitcoin: propriedades empíricas . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/61088

Chicago Manual of Style (16th Edition):

Vieira, Sara Filipa Campos. “Bitcoin: propriedades empíricas .” 2019. Masters Thesis, Universidade do Minho. Accessed December 15, 2019. http://hdl.handle.net/1822/61088.

MLA Handbook (7th Edition):

Vieira, Sara Filipa Campos. “Bitcoin: propriedades empíricas .” 2019. Web. 15 Dec 2019.

Vancouver:

Vieira SFC. Bitcoin: propriedades empíricas . [Internet] [Masters thesis]. Universidade do Minho; 2019. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1822/61088.

Council of Science Editors:

Vieira SFC. Bitcoin: propriedades empíricas . [Masters Thesis]. Universidade do Minho; 2019. Available from: http://hdl.handle.net/1822/61088


Texas A&M University

8. Sarkar, Abhra. Bayesian Semiparametric Density Deconvolution and Regression in the Presence of Measurement Errors.

Degree: 2014, Texas A&M University

 Although the literature on measurement error problems is quite extensive, solutions to even the most fundamental measurement error problems like density deconvolution and regression with… (more)

Subjects/Keywords: B-splines; Conditional heteroscedasticity; Density deconvolution; Dirichlet process; Latent factor analyzers; Measurement errors; Mixture models; Nutritional epidemiology; Regression with errors in covariates; Sparsity inducing priors

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APA (6th Edition):

Sarkar, A. (2014). Bayesian Semiparametric Density Deconvolution and Regression in the Presence of Measurement Errors. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/153327

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sarkar, Abhra. “Bayesian Semiparametric Density Deconvolution and Regression in the Presence of Measurement Errors.” 2014. Thesis, Texas A&M University. Accessed December 15, 2019. http://hdl.handle.net/1969.1/153327.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sarkar, Abhra. “Bayesian Semiparametric Density Deconvolution and Regression in the Presence of Measurement Errors.” 2014. Web. 15 Dec 2019.

Vancouver:

Sarkar A. Bayesian Semiparametric Density Deconvolution and Regression in the Presence of Measurement Errors. [Internet] [Thesis]. Texas A&M University; 2014. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1969.1/153327.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sarkar A. Bayesian Semiparametric Density Deconvolution and Regression in the Presence of Measurement Errors. [Thesis]. Texas A&M University; 2014. Available from: http://hdl.handle.net/1969.1/153327

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Helsinki

9. Kalliovirta, Leena. Misspecification Tests Based on Quantile Residuals.

Degree: Mathematics and Statistics (Matematik och statistik, Institutionen för (Statsvetenskapliga fakulteten), 2006, University of Helsinki

The thesis develops misspecification tests based on so called quantile residuals and applies them to nonlinear time series models for which conventional residuals are not… (more)

Subjects/Keywords: mixture autoregressive models; generalized autoregressive conditional heteroscedasticity; nonlinear time series models; quantile residuals; misspecification test; pure significance test; mixture autoregressive models; generalized autoregressive conditional heteroscedasticity; nonlinear time series models; quantile residuals; misspecification test; pure significance test

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APA (6th Edition):

Kalliovirta, L. (2006). Misspecification Tests Based on Quantile Residuals. (Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/12315

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kalliovirta, Leena. “Misspecification Tests Based on Quantile Residuals.” 2006. Thesis, University of Helsinki. Accessed December 15, 2019. http://hdl.handle.net/10138/12315.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kalliovirta, Leena. “Misspecification Tests Based on Quantile Residuals.” 2006. Web. 15 Dec 2019.

Vancouver:

Kalliovirta L. Misspecification Tests Based on Quantile Residuals. [Internet] [Thesis]. University of Helsinki; 2006. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10138/12315.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kalliovirta L. Misspecification Tests Based on Quantile Residuals. [Thesis]. University of Helsinki; 2006. Available from: http://hdl.handle.net/10138/12315

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Antonio GlÃnio Moura Ferreira. GestÃo de risco das principais tesourarias de fundos de investimento em aÃÃes no Brasil.

Degree: Master, 2014, Universidade Federal do Ceará

O presente trabalho busca analisar, empiricamente, o comportamento do modelo de mensuraÃÃo de risco de mercado Value-at-Risk â VaR em sua interpretaÃÃo paramÃtrica gaussiana incondicional… (more)

Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; Fundos de Investimentos; Value at Risk; Volatilidade condicional; Heterocedasticidade; Performance; GrÃficos de Balzer; Mutual Funds; Value at Risk; Conditional volatility; Heteroscedasticity; Performance; Graphics Balzer; Fundos de investimentos; AÃÃes(FinanÃas); Investimentos

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APA (6th Edition):

Ferreira, A. G. M. (2014). GestÃo de risco das principais tesourarias de fundos de investimento em aÃÃes no Brasil. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12621 ;

Chicago Manual of Style (16th Edition):

Ferreira, Antonio GlÃnio Moura. “GestÃo de risco das principais tesourarias de fundos de investimento em aÃÃes no Brasil.” 2014. Masters Thesis, Universidade Federal do Ceará. Accessed December 15, 2019. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12621 ;.

MLA Handbook (7th Edition):

Ferreira, Antonio GlÃnio Moura. “GestÃo de risco das principais tesourarias de fundos de investimento em aÃÃes no Brasil.” 2014. Web. 15 Dec 2019.

Vancouver:

Ferreira AGM. GestÃo de risco das principais tesourarias de fundos de investimento em aÃÃes no Brasil. [Internet] [Masters thesis]. Universidade Federal do Ceará 2014. [cited 2019 Dec 15]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12621 ;.

Council of Science Editors:

Ferreira AGM. GestÃo de risco das principais tesourarias de fundos de investimento em aÃÃes no Brasil. [Masters Thesis]. Universidade Federal do Ceará 2014. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12621 ;


EPFL

11. Ramakrishnan, Ravi. Robust Multivariate and Nonlinear Time Series Models.

Degree: 2010, EPFL

 Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like… (more)

Subjects/Keywords: vector models; multivariate time series; robust estimation; outlier propagation; stationarity; vector autoregression; bilinear series; conditional heteroscedasticity; S-estimator; Fast-S; modèles vectoriels; séries multivariées; estimation robuste; outlier propagation; stationnarité; autorégression vectorielle; séries bilinéaires; hétéroscédasticité conditionnelle; S-estimateur; Fast-S

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ramakrishnan, R. (2010). Robust Multivariate and Nonlinear Time Series Models. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/146904

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ramakrishnan, Ravi. “Robust Multivariate and Nonlinear Time Series Models.” 2010. Thesis, EPFL. Accessed December 15, 2019. http://infoscience.epfl.ch/record/146904.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ramakrishnan, Ravi. “Robust Multivariate and Nonlinear Time Series Models.” 2010. Web. 15 Dec 2019.

Vancouver:

Ramakrishnan R. Robust Multivariate and Nonlinear Time Series Models. [Internet] [Thesis]. EPFL; 2010. [cited 2019 Dec 15]. Available from: http://infoscience.epfl.ch/record/146904.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ramakrishnan R. Robust Multivariate and Nonlinear Time Series Models. [Thesis]. EPFL; 2010. Available from: http://infoscience.epfl.ch/record/146904

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Queensland University of Technology

12. Bianchi, Robert John. Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk.

Degree: 2007, Queensland University of Technology

 Portfolio selection has a long tradition in financial economics and plays an integral role in investment management. Portfolio selection provides the framework to determine optimal… (more)

Subjects/Keywords: autocorrelation; conditional value at risk (CVaR); heteroscedasticity; heteroscedasticity and autocorrelation consistent (HAC); linearity; mean-conditional value at risk (M-CVaR); mean-value at risk (M-VaR); mean variance analysis (MVA); modern portfolio theory (MPT); portfolio selection; tail-risk; value at risk (VaR); ODTA

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APA (6th Edition):

Bianchi, R. J. (2007). Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/16477/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bianchi, Robert John. “Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk.” 2007. Thesis, Queensland University of Technology. Accessed December 15, 2019. https://eprints.qut.edu.au/16477/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bianchi, Robert John. “Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk.” 2007. Web. 15 Dec 2019.

Vancouver:

Bianchi RJ. Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk. [Internet] [Thesis]. Queensland University of Technology; 2007. [cited 2019 Dec 15]. Available from: https://eprints.qut.edu.au/16477/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bianchi RJ. Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk. [Thesis]. Queensland University of Technology; 2007. Available from: https://eprints.qut.edu.au/16477/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.