Items where Division is "Statistics" and Year is 2011

  • University Structure (97933)
  • Statistics (1552)
    Number of items: 15.
    B
  • The rank of a system of Engel curves: how many common factors? (2011) Barigozzi, Matteo and Moneta, Alessio
  • Integrated EUA and CER price modeling and application for spread option pricing. (2011) Barrieu, Pauline and Fehr, Max
  • Latent variable models and factor analysis: a unified approach. (2011) Bartholomew, David J. and Knott, Martin and Moustaki, Irini
    • C
  • A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. (2011) Christodoulaki, Olga and Cho, Haeran and Fryzlewicz, Piotr
    • D
  • Pricing of Asian options on interest rates in the CIR model. (2011) Dassios, Angelos and Nagaradjasarma, Jayalaxshmi
  • Barrier strategies with Parisian delay. (2011) Dassios, Angelos and Wu, Shanle
  • Brownian excursions in a corridor and related Parisian options. (2011) Dassios, Angelos and Wu, Shanle
  • Brownian excursions outside a corridor and two-sided Parisian options. (2011) Dassios, Angelos and Wu, Shanle
  • A dynamic contagion process and an application to credit risk. (2011) Dassios, Angelos and Zhao, Hongbiao
  • Inference on epidemic models with time-varying parameters: methodology and preliminary applications. (2011) Dureau, Joseph and Kalogeropoulos, Konstantinos
    • G
  • Indifference pricing with uncertainty averse preferences. (2011) Giammarino, Flavia and Barrieu, Pauline
    • J
  • Trust in justice: topline results from round 5 of the European Social Survey. (2011) Jackson, Jonathan and Pooler, Tia and Hohl, Katrin and Kuha, Jouni and Bradford, Ben and Hough, Mike
    • K
  • Promoting student led education. (2011) Kotecha, Meena
    • R
  • Hedging derivatives. (2011) Rheinlander, Thorsten and Sexton, Jenny
    • Z
  • Portfolio credit risk of default and spread widening. (2011) Zhao, Hongbiao