Zobrazeno 1 - 10
of 210
pro vyhledávání: '"Peter A Christoffersen"'
Publikováno v:
Journal of Financial Econometrics. 18:471-472
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::972832dabf27e1c7ac2752ab461473b5
https://doi.org/10.1093/jjfinec/nbaa024
https://doi.org/10.1093/jjfinec/nbaa024
Akademický článek
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Autor:
Dobbins, Frank
Publikováno v:
Music & Letters, 1995 Nov 01. 76(4), 611-613.
Externí odkaz:
https://www.jstor.org/stable/737474
Autor:
Paye, Bradley S.
Publikováno v:
In International Review of Economics and Finance January 2013 25:451-452
Publikováno v:
troja. Jahrbuch für Renaissancemusik. 6:49-79
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c10766569fda3f3fc9e1a57aa98f1c9
https://doi.org/10.25371/troja.v20062868
https://doi.org/10.25371/troja.v20062868
Publikováno v:
Notes. 75:694-697
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::645a0e98fcbd2a960083cccd5e0e032a
https://doi.org/10.1353/not.2019.0051
https://doi.org/10.1353/not.2019.0051
Autor:
Jeffrey D. Scargle, P. Srinivasan, Daniel M. Olson, Justin I. Simon, Jeffrey N. Cuzzi, K. A. McCain, Kent R. Fisher, Michael J Cato, Alastair W. Tait, Peter A Christoffersen
Publikováno v:
Earth and Planetary Science Letters. 494:69-82
Magnesium-rich silicate chondrules and calcium-, aluminum-rich refractory inclusions (CAIs) are fundamental components of primitive chondritic meteorites. It has been suggested that concentration of these early-formed particles by nebular sorting pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf933d9e901f322ae87cde26889f8134
https://doi.org/10.1016/j.epsl.2018.04.021
https://doi.org/10.1016/j.epsl.2018.04.021
Publikováno v:
Journal of Applied Econometrics. 11(5):561-71
We make three related contributions. First, we propose a new technique for solving prediction problems under asymmetric loss using piecewise-linear approximations to the loss function, and we establish existence and uniqueness of the optimal predicto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a86ef6e784cd2ede884811006658f3e
http://qed.econ.queensu.ca:80/jae/1996-v11.5/
http://qed.econ.queensu.ca:80/jae/1996-v11.5/
Autor:
Peter F. Christoffersen
This chapter serves two purposes: First, it gives a very brief refresher on the basic concepts in probability and statistics, and introduces the bivariate linear regression model. Second, it gives an introduction to time series analysis with a focus
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ef02b25890899c565d9d2a174ff1802
https://doi.org/10.1016/b978-0-12-374448-7.00003-8
https://doi.org/10.1016/b978-0-12-374448-7.00003-8
Autor:
Peter F. Christoffersen
This chapter establishes the framework for modeling the dynamic distribution of portfolio returns and discusses the GARCH variance model; the downside of these models is that they require nonlinear parameter estimation. The GARCH and RiskMetrics mode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bb3b239fdc3eed7395aed91b98b9aa0
https://doi.org/10.1016/b978-0-12-374448-7.00004-x
https://doi.org/10.1016/b978-0-12-374448-7.00004-x