Semi-Lévy-Driven CARMA Process: Estimation and Prediction von Modarresi, Navideh, Rezakhah, Saeid, Mohammadi, Mohammad

Volltext

Continuous-time autoregressive models excited by semi-Lévy process for cyclostationary signal analysis von Mohammadi, Mohammad, Rezakhah, Saeid, Modarresi, Navideh, Amindavar, Hamidreza

Volltext

Performance evaluation of investment with DEA models under pure jump processes von Mirsadeghpour Zoghi, Seyedeh Masoumeh, Sanei, Masoud, Tohidi, Ghasem, Banihashemi, Shokoofeh, Modarresi, Navideh

Volltext

Multi-objective mean-CVaR model under VG process on evaluating portfolio efficiency von Zoghi, Seyedeh Masoumeh Mirsadeghpour, Banihashemi, Shokoofeh, Modarresi, Navideh

Volltext

Modeling credit default swap premiums with stochastic recovery rate von Sokoot, Zahra, Modarresi, Navideh, Niknejad, Farzaneh

Volltext bestellen

Modeling credit default swap premiums with stochastic recovery rate von Sokoot, Zahra, Modarresi, Navideh, Niknejad, Farzaneh

Volltext

Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes von Rezakhah, Saeid, Philippe, Anne, Modarresi, Navideh

Volltext bestellen

Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes von Rezakhah, Saeid, Philippe, Anne, Modarresi, Navideh

Volltext