Portfolio Single Index (PSI) Multivariate Volatility Models

First Page		Document Content
$Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Markov chain / Normal distribution / Maximum likelihood / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences$ Date: 2013-01-15 17:38:49 Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Markov chain Normal distribution Maximum likelihood Markov switching multifractal Statistics Mathematical finance Mathematical sciences		Portfolio Single Index (PSI) Multivariate Volatility Models Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 287,92 KB Share Document on Facebook

	7th General Advanced Mathematical Methods in Finance and Swissquote Conference 2015 September 7-10, 2015 SwissTech Convention Center, EPFL, Switzerland DocID: 1xVN4 - View Document
	Curriculum Vitæ of Paolo Pellizzari 1. General information Current position. Associate professor of “Mathematical methods for economics, finance and actuarial sciences”, Università Ca’ Foscari Venezia, since 2004 DocID: 1uICs - View Document
	The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross- ownership. Mathematical Finance. doi: j00526.x DocID: 1svKC - View Document
	Stochastic Calculus and Applications to Mathematical Finance by GREG WHITE Mihai Stoiciu, Advisor DocID: 1sq6N - View Document
	The ETH Institute for Theoretical Studies (ETH-ITS) presents: Workshop „Mathematical Finance beyond classical models“ September 16 – 18, 2015 Semper Aula HG G 60 DocID: 1sk4d - View Document