| 1581965 |
Catastrophe forecasting: seeing “gray” among the “black boxes”
Michael R. Powers
(pp. 458-462)
Keywords:
Data analysis,
Forecasting,
Peer review
ArticleType: Viewpoint
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(100 KB)
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| 1581966 |
Dynamic monitoring of financial intermediaries with subordinated debt
Gloria González-Rivera, David Nickerson
(pp. 463-487)
Keywords:
Autoregressive processes,
Signal processing,
Vectors
ArticleType: Research paper
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(371 KB)
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| 1581967 |
The estimation of nominal and real yield curves from government bonds in Israel
Zvi Wiener, Helena Pompushko
(pp. 488-502)
Keywords:
Inflation,
Israel,
Yield curve
ArticleType: Research paper
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(172 KB)
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| 1581968 |
Fuzzy random-coefficient volatility models with financial applications
K. Thiagarajah, A. Thavaneswaran
(pp. 503-524)
Keywords:
Finance,
Mathematical modelling
ArticleType: Research paper
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(191 KB)
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| 1581969 |
Financial applications of ARMA models with GARCH errors
M. Ghahramani, A. Thavaneswaran
(pp. 525-543)
Keywords:
Estimation,
Forecasting,
Volatility
ArticleType: Research paper
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(135 KB)
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| 1581970 |
Parsimonious principle of GARCH models: a Monte-Carlo approach
Jing Wu
(pp. 544-558)
Keywords:
Financial data processing,
Monte Carlo simulation,
Research methods
ArticleType: Research paper
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(190 KB)
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| 1581971 |
Approximating the growth optimal portfolio with a diversified world stock index
Truc Le, Eckhard Platen
(pp. 559-574)
Keywords:
Portfolio investment,
Stocks,
World economy
ArticleType: Research paper
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(240 KB)
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