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Xing, Haipeng (3)
Rachev, Svetlozar (2)Smith, Noah. (2)Dong, Xu (1)Fang, Yixin. (1)Glimm, James (1)Mullhaupt, Andrew Peter (1)Rachev, Svetlozar T. (1)Yu, Yang (1)Zhou, Xiaoping (1)... View MoreSubject
Applied mathematics (3)
Bayesian estimation, Covariance estimation, Operational risk, Parameter estimation, Portfolio optimization (1)cross-sectional volatility, EH model, EM algorithm, factor model, Jeffrey's Prior, spike phenomenon (1)default risk, free-boundary problem, intensity model, option price, stochastic control, time-varying coefficients (1)... View MoreDate Issued
2013 (3)
Has File(s)Yes (3)