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There are 11965 results for: content related to: Robust pair-copula based forecasts of realized volatility

  1. Estimation and monitoring of traffic intensities with application to control of stochastic systems

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 200–217, Ying-Chao Hung, George Michailidis and Shih-Chung Chuang

    Article first published online : 27 DEC 2012, DOI: 10.1002/asmb.1961

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    Estimating the frequency of extremely energetic solar events, based on solar, stellar, lunar, and terrestrial records

    Journal of Geophysical Research: Space Physics (1978–2012)

    Volume 117, Issue A8, August 2012, C. J. Schrijver, J. Beer, U. Baltensperger, E. W. Cliver, M. Güdel, H. S. Hudson, K. G. McCracken, R. A. Osten, T. Peter, D. R. Soderblom, I. G. Usoskin and E. W. Wolff

    Article first published online : 9 AUG 2012, DOI: 10.1029/2012JA017706

  3. Multivariate option pricing using copulae

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 509–526, Carole Bernard and Claudia Czado

    Article first published online : 12 JUL 2012, DOI: 10.1002/asmb.1934

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    Magnetic crust of Mars

    Journal of Geophysical Research: Planets (1991–2012)

    Volume 110, Issue E8, August 2005, Jafar Arkani-Hamed

    Article first published online : 23 AUG 2005, DOI: 10.1029/2004JE002397

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    Coastal water source of short-lived halocarbons in New England

    Journal of Geophysical Research: Atmospheres (1984–2012)

    Volume 110, Issue D21, 16 November 2005, Yong Zhou, Ruth K. Varner, Rachel S. Russo, Oliver W. Wingenter, Karl B. Haase, Robert Talbot and Barkley C. Sive

    Article first published online : 3 NOV 2005, DOI: 10.1029/2004JD005603

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    Linking temperature estimates and microstructures in deformed polymineralic mantle rocks

    Geochemistry, Geophysics, Geosystems

    Volume 12, Issue 8, August 2011, Jolien Linckens, Marco Herwegh and Othmar Müntener

    Article first published online : 10 AUG 2011, DOI: 10.1029/2011GC003536

  7. Option pricing when asset returns jump interruptedly

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 527–551, Daniel Wei-Chung Miao and Steve Hsin-Ting Yu

    Article first published online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  8. Hierarchical Bayesian autoregressive models for large space–time data with applications to ozone concentration modelling

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 5, September/October 2012, Pages: 395–415, Sujit Kumar Sahu and Khandoker Shuvo Bakar

    Article first published online : 12 OCT 2012, DOI: 10.1002/asmb.1951

  9. Industrial statistics applications in the semiconductor industry: some examples

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 4, July/August 2013, Pages: 319–333, Ron S. Kenett and Shelemyahu Zacks

    Article first published online : 11 DEC 2012, DOI: 10.1002/asmb.1959

  10. System unavailability analysis based on window-observed recurrent event data

    Applied Stochastic Models in Business and Industry

    Yili Hong, Ming Li and Brock Osborn

    Article first published online : 16 MAY 2013, DOI: 10.1002/asmb.1984

  11. On spatial contagion and multivariate GARCH models

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 303–327, Piotr Jaworski and Marcin Pitera

    Article first published online : 25 APR 2013, DOI: 10.1002/asmb.1977

  12. Optimizing maintenance service contracts under imperfect maintenance and a finite time horizon

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 564–577, R. Pascual, D. Godoy and H. Figueroa

    Article first published online : 13 AUG 2012, DOI: 10.1002/asmb.1943

  13. Analyzing Risky Choices: Q-learning for Deal-No-Deal

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 258–270, Laszlo Korsos and Nicholas G. Polson

    Article first published online : 25 APR 2013, DOI: 10.1002/asmb.1971

  14. Multivariate dynamic regression: modeling and forecasting for intraday electricity load

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 6, November/December 2013, Pages: 579–598, Helio S. Migon and Larissa C. Alves

    Article first published online : 19 JUL 2013, DOI: 10.1002/asmb.1990

  15. Five examples of assessment and expression of measurement uncertainty

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 1, January/February 2013, Pages: 1–18, Antonio Possolo

    Article first published online : 12 OCT 2012, DOI: 10.1002/asmb.1947

  16. Modeling credit portfolio derivatives, including both a default and a prepayment feature

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 479–495, Peter Hieber and Matthias Scherer

    Article first published online : 12 JUL 2012, DOI: 10.1002/asmb.1931

  17. Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 240–257, Zhiping Chen and Daobao Xu

    Article first published online : 2 APR 2013, DOI: 10.1002/asmb.1970

  18. An approach to the study of multistate insurance contracts

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 224–240, Joanna Dȩbicka

    Article first published online : 29 FEB 2012, DOI: 10.1002/asmb.1912

  19. Diagnostics in Birnbaum–Saunders accelerated life models with an application to fatigue data

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 115–131, Víctor Leiva, Edgardo Rojas, Manuel Galea and Antonio Sanhueza

    Article first published online : 4 SEP 2012, DOI: 10.1002/asmb.1944

  20. Forecasting retained earnings of privately held companies with PCA and L1 regression

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 271–293, Harish S. Bhat and Dan Zaelit

    Article first published online : 2 APR 2013, DOI: 10.1002/asmb.1972