Titlebook: Handbook of Computational and Numerical Methods in Finance; Svetlozar T. Rachev Book 2004 Birkh?ser Boston 2004 Probability theory.algorit

Conclave

Ursachen der Umbauerscheinungen,eturns. Stable distributions possess several properties which make plausible their application in the field of finance — heavy tails, excess kurtosis, domains of attraction. Unfortunately working with stable laws is very much obstructed by the lack of closed-form expressions for probability density

連接

苦澀

Substitution

jet-lag

chondromalacia

干涉

Neolithic

Bootstrap Unit Root Tests for Heavy-Tailed Time Series,ing simulated data. Applications to financial time series are also presented. Two different bootstrap methods and the subsampling approach are compared. Conclusions on the optimal bootstrap parameters, the range of applicability, and the performance of the tests are presented.

enlist

Flatter