Correlated leverage and its ramifications

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Superior mesenteric artery syndrome and its ramifications

The superior mesenteric artery extends anteriorly and inferiorly off the aorta at the level of the first lumbar vertebrae. The duodenal sweep and left renal vein are located in the aorto-mesenteric angle space. A decrease from the normal angle may compress these two structures. The case presented here discusses a unique patient with significant compression of the third portion of the duodenum a...

متن کامل

The Erdös-Nagy theorem and its ramifications

Given a simple polygon in the plane, a ip is de ned as follows: consider the convex hull of the polygon. If there are no pockets do not perform a ip. If there are pockets then re ect one pocket across its line of support of the polygon to obtain a new simple polygon. In 1934 Paul Erd}os conjectured that every simple polygon will become convex after a nite number of ips. The result was rst prove...

متن کامل

of Knot Theory and Its Ramifications

We give a diagrammatic definition of Uq(sl2) when q is not a root of unity, including the Hopf algebra structure and relationship with the Temperley-Lieb category. Quantum groups, knot diagrams, skein theory.

متن کامل

Distribution of UCT and Its Ramifications

My thesis is largely focused on the parallelisation of UCT (and other Best-First Search techniques) and the ramifications of doing so. I have identified issues with chunking in UCT, created by some forms of parallelisation, and developed a solution to this involving buffering of simulations that appear “out of order” and reevaluation of propagation data. I have developed a technique for scalabl...

متن کامل

Leverage, heavy-tails and correlated jumps in stochastic volatility models

This paper proposes the efficient and fast Markov chain Monte Carlo estimation methods for the stochastic volatility model with leverage effects, heavy-tailed errors and jump components, and for the stochastic volatility model with correlated jumps. We illustrate our method using simulated data and analyze daily stock returns data on S&P500 index and TOPIX. Model comparisons are conducted based...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Financial Intermediation

سال: 2014

ISSN: 1042-9573

DOI: 10.1016/j.jfi.2014.08.002