Financial and risk modelling with semicontinuous covariances

Information Sciences

Volumn 394-395, Issue , 2017, Pages 246-272

  Stehlik M ^a,b   Helperstorfer, Ch ^a   Hermann, P ^a   Supina J ^c   Grilo, L M ^d,e   Maidana, J P ^b   Fuders, F ^f   Stehlikova S ^b  

^a JOHANNES KEPLER UNIVERSITY LINZ   (Austria)

^b UNIVERSIDAD DE VALPARAÍSO   (Chile)

^c P J AFÁRIK UNIVERSITY   (Slovakia)

^d INSTITUTO POLITÉCNICO DE TOMAR   (Portugal)

^e UNIVERSIDADE NOVA DE LISBOA   (Portugal)

^f UNIVERSIDAD AUSTRAL DE CHILE   (Chile)

Author keywords

Financial crises; Interest rates; IS LM model; Negative money; Random walk; Semicontinuous covariance

Indexed keywords

INFORMATION THEORY; PROBABILITY; RANDOM PROCESSES; RISK ASSESSMENT;

FINANCIAL CRISIS; INTEREST RATES; IS-LM MODELS; NEGATIVE MONEY; RANDOM WALK; SEMI-CONTINUOUS;

FINANCE;

EID: 85012241641     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2017.02.002     Document Type: Article

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