Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 36, No. 2/3, Special Issue: Practical Bayesian Statistics (1987), pp. 289-296 (8 pages) This paper presents preliminary ...
Testing several approaches for implied volatility modeling and forecasting. Design/methodology/approach – Comparative ...
The presence of satellite cities within large metropolitan areas cannot be captured by an exponential function. Cubic spline functions seem more appropriate to depict the polycentric pattern of modern ...
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