Categories
Parametric
| Document Title | Author | Issue Date |
| A Majorization Algorithm for Constrained Correla.. | [Simon, Dan][Abell, Jeff] | 8-5-2010 |
| Intra-day Volatility Forecasts | [McMillan, David][Quiroga Carcia, Raquel] | 3-29-2009 |
| Volatility Forecasting with Double Markov Switch.. | [Chen, Cathy W. S.][So, Mike K. P.][Lin, Edward M. H.] | 12-27-2008 |
| Estimation of VaR with Bias-Corrected Forecasts .. | [Harris, Richard D. F.][Shen, Jian] | 12-27-2008 |
| Evaluation of Correlation Forecasting Models for.. | [Skintzi, Vasiliki D.][Xanthopoulos-Sisinis, Spyros] | 12-27-2008 |
| Quantile Forecasts of Daily Exchange Rate Return.. | [Clements, Michael][Galv?o, Ana Beatriz][Kim, Jae Hoon] | 12-26-2008 |
| Calibration of Correlation Matrices - SDP or not.. | [Werner, Ralf][Schoettle, Katrin] | 7-10-2007 |
| Complete the Correlation Matrix | [Kahl, Christian][Guenther, Michael] | 5-31-2007 |
| Optimal Solution of the Nearest Correlation Matr.. | [Mishra, S.K.] | 5-31-2007 |
| Completing Correlation Matrices of Arbitrary Ord.. | [Mishra, S.K.] | 5-27-2007 |
| Dynamic Integration of Time- and State-Domain Me.. | [Fan, Jianqing][Fan, Yingying][Jiang, Jiancheng] | 6-18-2006 |
| Large Dimensional Covariance Matrix Estimation U.. | [Fan, Jianqing][Fan, Yingying][Lv, Jinchi] | 6-17-2006 |
| An Empirical Assessment of Asset Correlation Mod.. | [Zeng, Bin][Zhang, Jing] | 4-30-2006 |
| GHICA - Risk Analysis with GH Distributions and .. | [Chen, M.A. Ying][Hardle, Wolfgang][Spokoiny, Vladimir] | 2-7-2006 |
| Dynamic Nonparametric Filtering with Application.. | [Cheng, Ming-Yen][Fan, Jianqing][Spokoiny, Vladimir] | 2-7-2006 |
| A Semidefinite Programming Approach for the Near.. | [Anjos, Miguel A.][Higham, Nicholas J.][Takouda, P. L.][Wolkowicz, Henry] | 2-2-2006 |
| A Quadratically Convergent Newton Method for Com.. | [Qi, Houduo][Sun, Defeng] | 2-1-2006 |
| Computing the Nearest Correlation Matrix - A Pro.. | [Higham, Nicholas J.] | 2-1-2006 |
| Parameterizing Correlations: A Geometric Interpr.. | [Rapisarda, Francesco][Brigo, Damiano][Mercurio, Fabio] | 1-31-2006 |
| Improving the Most General Methodology to Create.. | [Schoettle, Katrin][Werner, Ralf] | 1-31-2006 |
