Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Argyn Kuketayev"'
Publikováno v:
Bulletin of the Russian Academy of Sciences: Physics. 73:245-248
A new modification of the least squares method (LSM) is proposed. The main idea is to consider the fitting parameters β i as independent random variables with a certain distribution density F(β1, β2, ..., β k ; φ1, ..., φ m ), which depends on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71e3121af089aa9d99773ea90e9efd44
https://doi.org/10.3103/s1062873809020269
https://doi.org/10.3103/s1062873809020269
Autor:
James Beatty, Argyn Kuketayev
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319182384
We propose a simple approach to using value-at-risk (VaR) to measure market risk within the equity inventory of a market making entity, a task which presents several challenges specific to the market making function. Market makers constantly stand re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c1ffb7abc1edf76a8b6e285ffbf26f8
https://doi.org/10.1007/978-3-319-18239-1_2
https://doi.org/10.1007/978-3-319-18239-1_2
Autor:
Argyn Kuketayev
I studied the convergence of regional house prices to national prices in USA by analyzing time-series of house price indices of 9 Census Divisions. I found the evidence of the convergence in some parts of the country using asymmetric unit root tests.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12e4de61515284f2096712376800eef0