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Rachev, Svetlozar (2)
Smith, Noah. (2)
Dong, Xu (1)Frey, Robert (1)Holod, Dmytro (1)Mullhaupt, Andrew (1)Mullhaupt, Andrew Peter (1)Xing, Haipeng (1)Zhang, Xiaochu (1)Subject
Applied mathematics (2)
cross-sectional volatility, EH model, EM algorithm, factor model, Jeffrey's Prior, spike phenomenon (1)... View MoreDate Issued2013 (1)2015 (1)Has File(s)Yes (2)