The Fascination of Probability, Statistics and their Applications
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Published By Springer International Publishing

9783319258249, 9783319258263
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Model Selection for Volatility Prediction

2015 ◽  
pp. 343-360 ◽  
Author(s):  
Masayuki Uchida ◽  
Nakahiro Yoshida
Keyword(s):  
Model Selection ◽  
Selection For

scholarly journals A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs

2015 ◽  
pp. 435-446 ◽  
Author(s):  
Bernt Øksendal ◽  
Agnès Sulem ◽  
Tusheng Zhang
Keyword(s):  
Optimal Control ◽  
Hjb Equation ◽  
Backward Sdes

scholarly journals Continuity of Local Time: An Applied Perspective

2015 ◽  
pp. 191-207 ◽  
Author(s):  
Jorge M. Ramirez ◽  
Enirque A. Thomann ◽  
Edward C. Waymire
Keyword(s):  
Local Time

scholarly journals A Markov Chain Estimator of Multivariate Volatility from High Frequency Data

2015 ◽  
pp. 361-394 ◽  
Author(s):  
Peter Reinhard Hansen ◽  
Guillaume Horel ◽  
Asger Lunde ◽  
Ilya Archakov
Keyword(s):  
Markov Chain ◽  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data ◽  
Multivariate Volatility

Modelling Turbulent Time Series by BSS-Processes

2015 ◽  
pp. 29-52 ◽  
Author(s):  
José Ulises Márquez ◽  
Jürgen Schmiegel
Keyword(s):  
Time Series

scholarly journals On the Process of the Eigenvalues of a Hermitian Lévy process

2015 ◽  
pp. 231-249
Author(s):  
Victor Pérez-Abreu ◽  
Alfonso Rocha-Arteaga
Keyword(s):  
Lévy Process ◽  
Levy Process

Exchangeability and Infinite Divisibility

2015 ◽  
pp. 99-126
Author(s):  
Martin Drapatz ◽  
Alexander Lindner
Keyword(s):  
Infinite Divisibility
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