Modeling daily extreme long-returns (2005)
- Autor:
- Autor USP: MIRANDA, JOSÉ CARLOS SIMON DE - IME
- Unidade: IME
- Subjects: ESTATÍSTICA APLICADA; ANÁLISE DE SÉRIES TEMPORAIS; BOLSA DE VALORES
- Language: Português
- Imprenta:
- Source:
- Título do periódico: Proceedings
- Conference titles: Brazilian Conference on Statistical Modelling in Insurance and Finance
-
ABNT
MIRANDA, José Carlos Simon de. Modeling daily extreme long-returns. 2005, Anais.. São Paulo: IME-USP, 2005. . Acesso em: 26 abr. 2024. -
APA
Miranda, J. C. S. de. (2005). Modeling daily extreme long-returns. In Proceedings. São Paulo: IME-USP. -
NLM
Miranda JCS de. Modeling daily extreme long-returns. Proceedings. 2005 ;[citado 2024 abr. 26 ] -
Vancouver
Miranda JCS de. Modeling daily extreme long-returns. Proceedings. 2005 ;[citado 2024 abr. 26 ] - Poissonian tree constructed from independent Poisson processes
- Neglecting higher order infinitesimals and the study of some measures
- Sure inference analysis
- Functional regression models with dependence on derivatives
- Invariant distribution of a non linear time series with uniform noise
- A note on sequence of non correlated dependent random variables
- Invariant distribution of a non linear time series with uniform noise
- Some inequalities and asymptotics for a weighted alternate binomial sum
- Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates
- Primeira variação da energia e geodésicas na geometria sub-riemanniana
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
