The application of expectation maximization to manage missing data, biases value‐at‐risk and volatility models in financial time series

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

[img]
Preview
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

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year