<departmental bulletin paper>
Estimation of Occurrence of Jumps in Time Series Models Including Jump Diffusion Processes and Their Applications to Optimal Portfolio Formations
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Table of Contents | 1 Introduction 2 Modeling of time series generation including jumps 3 Estimation of occurrence of jumps using the fractal forecast 4 Description of optimal investments 5 Applications 6 Conclusion |
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880506_p033 | 1.37 MB | 220 |
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Created Date | 2022.04.12 |
Modified Date | 2022.04.14 |