Logo
Munich Personal RePEc Archive

Browse by Authors

Group by: Date | Item ID
Jump to: 64986 | 64987
Number of items: 2.

64986

esposito, francesco paolo and cummins, mark (2015): Multiple hypothesis testing of market risk forecasting models. Forthcoming in: Journal of Forecasting

64987

esposito, francesco paolo and cummins, mark (2015): Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models.

This list was generated on Thu Nov 21 17:03:25 2024 CET.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.