Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Arismendi Zambrano, Juan"'
Publikováno v:
In Journal of Financial Stability February 2022 58
Publikováno v:
In Emerging Markets Review June 2018 35:164-189
Autor:
Sobreiro, Vinicius Amorim, Cruz Cacique da Costa, Thiago Raymon, Farias Nazário, Rodolfo Toríbio, Lima e Silva, Jéssica, Moreira, Eduardo Alves, Lima Filho, Marcius Correia, Kimura, Herbert, Arismendi Zambrano, Juan Carlos
Publikováno v:
In North American Journal of Economics and Finance November 2016 38:86-101
Autor:
Arismendi-Zambrano, Juan1,2 (AUTHOR) juan.arismendi-zambrano@ucd.ie, Kypraios, Emmanuel (AUTHOR), Paccagnini, Alessia1,3 (AUTHOR)
Publikováno v:
Annals of Operations Research. Dec2024, p1-45.
Autor:
Broda, Simon, Arismendi Zambrano, Juan
Exact and approximate expressions for tail probabilities and partial moments of quadratic forms in multivariate generalized hyperbolic random vectors are obtained. The derivations involve a generalization of the classic inversion formula of Gil-Pelae
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::90a25568c437d9600d4378673ef3a924
Autor:
Kypraios, Emmanuel1 (AUTHOR), Arismendi-Zambrano, Juan2 (AUTHOR), Paccagnini, Alessia3 (AUTHOR)
Publikováno v:
Academy of Management Annual Meeting Proceedings. 2024, Vol. 2024 Issue 1, pN.PAG-N.PAG. 1p.
In this study, we derived analytic expressions for the elliptical truncated moment generating function (MGF), the zeroth, first, and second-order moments of quadratic forms of the multivariate normal, Student’s t, and generalised hyperbolic distrib
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5517469bc2e1e0446ce7ee2c88abba08
http://mural.maynoothuniversity.ie/9145/
http://mural.maynoothuniversity.ie/9145/
An algorithm to generate samples with approximate first-, second-, and third-order moments is presented extending the Cholesky matrix decomposition to a Cholesky tensor decomposition of an arbitrary order. The tensor decomposition of the first-, seco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______223::77cd904c805c60b88e2d784df1531f68
http://eprints.maynoothuniversity.ie/10201/
http://eprints.maynoothuniversity.ie/10201/
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