Back to Results
First PageMeta Content
Copula / Statistical dependence / Generalised hyperbolic distribution / Normal distribution / Volatility / Autoregressive conditional heteroskedasticity / Skewness / Probability distribution / Expectation–maximization algorithm / Statistics / Mathematical finance / Actuarial science


Document Date: 2005-11-03 22:19:59

Open Document

File Size: 1,39 MB

Share Result on Facebook

Company

Kendall / Efficient Frontier / /

Currency

pence / /

Facility

FLORIDA STATE UNIVERSITY COLLEGE OF ARTS AND SCIENCES CALIBRATION OF MULTIVARIATE GENERALIZED HYPERBOLIC DISTRIBUTIONS USING THE EM ALGORITHM / /

Organization

Department of Mathematics / FLORIDA STATE UNIVERSITY / office of Graduate Studies / /

Person

Kercheval Professor Directing / Craig Nolder / Shaoren / Bettye Case / WENBO HU / Alec Kercheval Professor Directing / Huffer Outside / Warren Nichols / /

Technology

FLORIDA STATE UNIVERSITY COLLEGE OF ARTS AND SCIENCES CALIBRATION OF MULTIVARIATE GENERALIZED HYPERBOLIC DISTRIBUTIONS USING THE EM ALGORITHM / 2.4 EM Algorithm / /

SocialTag