Similar Items: Exploring the decay parameter for the exponentially weighted moving average volatility methodology
- Forecast of the trend in sales data of a confectionery baking industry using exponential smoothing and moving average models
- Assessing a quantitative approach to tactical asset allocation
- Univariate parametric and nonparametric double generally weighted moving average control charts
- An interactive R shiny application for learning multivariate data analysis and time series modelling
- Life Sciences teachers’ use of talk moves to provide opportunities for meaning-making
- Time-varying volatility models and indices : a GARCH option pricing approach
Author: Van Vuuren, Gary
- Central clearing configurations : implications for South African derivative markets
- An alternative quantitative approach to tactical asset allocation using the Kalman filter
- Exploring the decay parameter for the exponentially weighted moving average volatility methodology
- Optimal portfolio performance constrained by tracking error
- Estimating value at risk and expected shortfall: a kalman filter approach
- Pricing American compound options with stochastic volatility and correlated interest rates