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pro vyhledávání: '"Olga Yashkir"'
Autor:
Olga Yashkir, Yuri Yashkir
Publikováno v:
Cogent Economics & Finance, Vol 2, Iss 1 (2014)
In this study, the extended Overnight Index Rate (OIR) model is presented. The fitting function for the probability distribution of the OIR daily returns is based on three different Gaussian distributions which provide modelling of the narrow central
Externí odkaz:
https://doaj.org/article/d85389ecb5714e6c817e80cfb3c7f6a8
Autor:
Olga Yashkir, Yuri Yashkir
Publikováno v:
The Journal of Risk Model Validation. 7:25-59
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a45194d0b6ee8079e7ed3052819969c2
https://doi.org/10.21314/jrmv.2013.101
https://doi.org/10.21314/jrmv.2013.101