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Smith, Noah. (3)
Xing, Haipeng (3)
Dong, Xu (1)Glimm, James (1)Kurosaki, Tetsuo (1)Li, Xiaolin (1)Mullhaupt, Andrew Peter (1)Rachev, Svetlozar (1)Rachev, Svetlozar T (1)Rachev, Svetlozar T. (1)... View MoreSubject
Applied mathematics (3)
Bayesian estimation, Covariance estimation, Operational risk, Parameter estimation, Portfolio optimization (1)CoVaR, GARCH model, Markov switching model, Normal tempered stable distribution, Systemic risk (1)cross-sectional volatility, EH model, EM algorithm, factor model, Jeffrey's Prior, spike phenomenon (1)... View MoreDate Issued2013 (2)2015 (1)Has File(s)Yes (3)