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
Preview |
Text
3107568_publikacio.pdf - Published Version Download (1MB) | Preview |
| Creators: |
|
||
|---|---|---|---|
| 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 |
Actions (login required)
 |
View Item |
Download Statistics
Download Statistics
