Time-Varying Tail Behavior for Realized Kernels

SSRN Electronic Journal
doi 10.2139/ssrn.3429737
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Adaptive Realized Kernels

Journal of Financial Econometrics
EconomicsEconometricsFinance
2014English

Strict Dissipativity Implies Turnpike Behavior for Time-Varying Discrete Time Optimal Control Problems

Lecture Notes in Economics and Mathematical Systems
MathematicsEconomicsEconometricsFinance
2018English

Optimizing Time-Frequency Kernels for Classification

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
2001English

Second Order Tail Asymptotics for the Sum of Dependent, Tail-Independent Regularly Varying Risks

Extremes
StatisticsFinanceProbabilityEconomicsEngineeringEconometrics
2011English

Staffing to Stabilize the Tail Probability of Delay in Service Systems With Time-Varying Demand

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2018English

Observers for Linear Time-Varying Systems

Linear Algebra and Its Applications
Numerical AnalysisAlgebraCombinatoricsNumber TheoryGeometryDiscrete MathematicsTopology
2007English

Time-Varying Reeb Graphs for Continuous Space–time Data

Computational Geometry: Theory and Applications
ControlOptimizationGeometryComputational TheoryComputer Science ApplicationsComputational MathematicsMathematicsTopology
2008English

Kernels for Time Series of Exponential Decay/Growth Processes

2012English

Time-Varying Window Length for Correlation Forecasts

Econometrics
EconomicsEconometrics
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy