Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Mirkov, Radoslava"'
Publikováno v:
Proceedings of IWSM 2013, Volume 2: 697-700. 2013
The term structure of credit spreads is studied with an aim to predict its future movements. A completely new approach to tackle this problem is presented, which utilizes nonlinear parametric models. The Brain-Cousens regression model with five param
Externí odkaz:
http://arxiv.org/abs/1401.6955
Publikováno v:
International Statistical Review / Revue Internationale de Statistique, 2012 Apr 01. 80(1), 24-39.
Externí odkaz:
http://dx.doi.org/10.1111/j.1751-5823.2011.00171.x
Publikováno v:
In Journal of Mathematical Analysis and Applications 2009 353(1):260-270
Autor:
Mirkov, Radoslava1 radoslava.mirkov@univie.ac.at, Pflug, Georg Ch.1 georg.pflug@univie.ac.at
Publikováno v:
SIAM Journal on Optimization. 2007, Vol. 18 Issue 3, p1082-1105. 24p. 3 Diagrams, 1 Graph.
Autor:
Fügenschuh, Armin, Geißler, Björn, Gollmer, Ralf, Hayn, Christine, Henrion, René, Hiller, Benjamin, Humpola, Jesco, Koch, Thorsten, Lehmann, Thomas, Martin, Alexander, Mirkov, Radoslava, Morsi, Antonio, Rövekamp, Jessica, Schewe, Lars, Schmidt, Martin, Schultz, Rüdiger, Schwarz, Robert, Schweiger, Jonas, Stangl, Claudia, Steinbach, Marc
Publikováno v:
Energy Systems; Sep2014, Vol. 5 Issue 3, p449-473, 25p