What can be learned from inverse statistics?

Econophysics Approaches to Large-Scale Business Data and Financial Crisis - Proceedings of the Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7, THIC+APFA7 2009

Volumn , Issue , 2010, Pages 247-270

  Ahlgren, Peter Toke Heden ^a   Dahl, Henrik ^a   Jensen, Mogens Høgh ^b   Simonsen, Ingve ^c  

^a Nykredit Asset Management Otto   (Denmark)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

^c NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE;

FIRST PASSAGE TIME; GAUSSIAN MIXTURES; INVERSE STATISTICS; MODEL-BASED OPC; MOST LIKELY; POWER-LAW BEHAVIOR; STYLIZED FACTS; VOLATILITY CLUSTERING;

INVERSE PROBLEMS;

EID: 84890110217     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-4-431-53853-0_13     Document Type: Conference Paper

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