Risks Feature Papers 2020
English[eng]
9783040000000
medical services’ consumption||lifestyle factors||insurance plan||structural equation model||stock–bond correlation||VIX||economic policy uncertainty||monetary policy uncertainty||fiscal policy uncertainty||agricultural commodity futures||price discovery||market reflexivity||Hawkes process||poisson autoregressive models||contagion||predictive monitoring||information-based asset pricing||Lévy processes||gamma processes||variance gamma processes||Brownian bridges||gamma bridges||nonlinear filtering||house price prediction||real estate||machine learning||random forest||Lévy process||subordination||option pricing||risk sensitivity||stochastic volatility||Greeks||time-change||time series||volatility||probability-integral transform||ARMA model||copula