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BACHELIER FINANCE SOCIETY 2006 FOURTH WORLD CONGRESS
20-3D (Statistical Methods, Chair: Takaki Hayashi). Conditional Autoregressive Value at Risk by Regression Quantiles: Estimating market risk for major stock ...
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BACHELIER FINANCE SOCIETY 2006 FOURTH WORLD CONGRESS
Minimal Hellinger martingale measure of order q, Tahir Choulli; Lp-projections of random variables and its application to finance, Takuji Arai ...
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