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Stochastic models for risk estimation in volatile markets: a survey.

Stoyan V. StoyanovBorjana Racheva-IotovaSvetlozar T. RachevFrank J. Fabozzi
Published in: Ann. Oper. Res. (2010)
Keyphrases
  • stochastic models
  • stochastic processes
  • stochastic model
  • higher order
  • marginal distributions
  • maximum likelihood
  • parameter estimation