Kiss, Gábor Dávid, Sávai, Marianna:
The application of expectation maximization to manage missing data, biases value‐at‐risk and volatility models in financial time series.
In:
Conference Proceedings DOKBAT 12th Annual International Bata Conference for Ph.D. Students and Young Researchers.
Tomas Bata University in Zlín, Faculty of Management and Economics, Zlin, pp. 202-219.
(2016)
ISBN 9788074545924
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Text
3107568_publikacio.pdf - Published Version Download (1MB) | Preview |
| Item Type: | Book Section |
|---|---|
| Date: | 2016 |
| Number of Pages: | 17 |
| Page Range: | pp. 202-219 |
| ISBN: | 9788074545924 |
| Publisher: | Tomas Bata University in Zlín, Faculty of Management and Economics |
| Place of Publication: | Zlin |
| Faculty: | Faculty of Economics and Business Administration |
| Institution: | Szegedi Tudományegyetem |
| Language: | English |
| MTMT id: | 3107568 |
| Related URLs: | |
| Date Deposited: | 2021. Jul. 08. 10:32 |
| Last Modified: | 2021. Jul. 09. 11:57 |
| URI: | http://publicatio.bibl.u-szeged.hu/id/eprint/21838 |
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