Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Ross Askanazi"'
Publikováno v:
Journal of Time Series Analysis. 39:953-965
We explore interval forecast comparison when the nominal confidence level is specified, but the quantiles on which intervals are based are not specified. It turns out that the problem is difficult, and perhaps unsolvable. We first consider a situatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e91f1c94d4699802409f2a0cfdf8f3d8
https://doi.org/10.1111/jtsa.12426
https://doi.org/10.1111/jtsa.12426
Publikováno v:
SSRN Electronic Journal.
We explore interval forecast comparison when the nominal confidence level is specified, but the quantiles on which intervals are based are not specified. It turns out that the problem is difficult, and perhaps unsolvable. We first consider a situatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1361a3739df161f1aca90cb9f754a687
https://doi.org/10.2139/ssrn.3225885
https://doi.org/10.2139/ssrn.3225885
Autor:
Jacob Warren, Ross Askanazi
Publikováno v:
SSRN Electronic Journal.
Factor models have become ubiquitous in finance for performing high dimensional analysis of returns and volatilities. Historical literature on the subject decomposes volatility into a factor component (systemic risk) and a remainder (idiosyncratic ri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04121da37015327bc13ed9293bf64568
https://doi.org/10.2139/ssrn.2986619
https://doi.org/10.2139/ssrn.2986619
Publikováno v:
Quantum Topology. 4:77-90
For a graph embedded into a surface, we relate many combinatorial parameters of the cycle matroid of the graph and the bond matroid of the dual graph with the topological parameters of the embedding. This will give an expression of the polynomial, de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7030e90b597c1f37377074aedd092629
https://doi.org/10.4171/qt/35
https://doi.org/10.4171/qt/35