6 results on '"A. S. Weigend"'
Search Results
2. Extracting risk-neutral densities from option prices using mixture binomial trees.
3. Computing portfolio risk using Gaussian mixtures and independent component analysis.
4. What drives stock returns?-an independent component analysis.
5. Measuring predictability using multiresolution embedding.
6. Taking time seriously: hidden Markov experts applied to financial engineering.
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.