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

Kiss Gábor Dávid and 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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Creators:
Kiss Gábor Dávid MTMT
Sávai Marianna MTMT
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/Unit: Faculty of Economics and Business Administration
Institution: University of Szeged (2000-)
Language: English
MTMT rekordazonosító: 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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