<--- Back to Details
First PageDocument Content
Copula / Statistical dependence / Generalised hyperbolic distribution / Normal distribution / Volatility / Autoregressive conditional heteroskedasticity / Skewness / Probability distribution / Expectation–maximization algorithm / Statistics / Mathematical finance / Actuarial science
Date: 2005-11-03 22:19:59
Copula
Statistical dependence
Generalised hyperbolic distribution
Normal distribution
Volatility
Autoregressive conditional heteroskedasticity
Skewness
Probability distribution
Expectation–maximization algorithm
Statistics
Mathematical finance
Actuarial science

Add to Reading List

Source URL: etd.lib.fsu.edu

Download Document from Source Website

File Size: 1,39 MB

Share Document on Facebook

Similar Documents

Structure Dependence in Language Acquisition: Uncovering the Statistical Richness of the Stimulus Florencia Reali () and Morten H. Christiansen () Department of Psychology; Cornell Univer

Structure Dependence in Language Acquisition: Uncovering the Statistical Richness of the Stimulus Florencia Reali () and Morten H. Christiansen () Department of Psychology; Cornell Univer

DocID: 1rWG6 - View Document

Bibliography [1] R. Feynman. The Feynman Lectures on Physics http://www.feynmanlectures.caltech.edu [2] J. Ford. “How random is a coin toss?” Physics Today 40, Correlation and dependence http://en.wikipedia

Bibliography [1] R. Feynman. The Feynman Lectures on Physics http://www.feynmanlectures.caltech.edu [2] J. Ford. “How random is a coin toss?” Physics Today 40, Correlation and dependence http://en.wikipedia

DocID: 1rpX7 - View Document

The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han†  Oliver Linton‡

The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han† Oliver Linton‡

DocID: 1rgRd - View Document

Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006

Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006

DocID: 1r49z - View Document

TJMM), No. 1, 77-87 STATISTICAL ANALYSIS OF CONSUMER PRICE INDICES ANAMARIA POPESCU

TJMM), No. 1, 77-87 STATISTICAL ANALYSIS OF CONSUMER PRICE INDICES ANAMARIA POPESCU

DocID: 1qVfr - View Document