Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Marianna Sávai

The Application of Expectation Maximization to Manage Missing Data, Biases Value‐at‐risk and Volatility Models in Financial Time Series?

English

Related publications

Parameter Estimation of Autoregressive-Exogenous and Autoregressive Models Subject to Missing Data Using Expectation Maximization

Frontiers in Built Environment

English

Stochastic Volatility Models for Ordinal-Valued Time Series With Application to Finance

Statistical Modelling

English

imputeTS: Time Series Missing Value Imputation in R

Numerical Analysis

English

Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods With Different Volatility Levels

English

Probabilistic Principal Component Analysis With Expectation Maximization (PPCA-EM) Facilitates Volume Classification and Estimates the Missing Data

Journal of Structural Biology

Structural Biology

English

Forecasting Value-At-Risk Using Block Structure Multivariate Stochastic Volatility Models

International Review of Economics and Finance

English

Time Series Modeling of Surface EMG Based Hand Manipulation Identification via Expectation Maximization Algorithm

Computer Science Applications

Artificial Intelligence

Cognitive Neuroscience

English

Evaluating Value‐at‐risk Models Before and After the Financial Crisis of 2008

Managerial Finance

English

Value-At-Risk Modeling and Forecasting With Range-Based Volatility Models: Empirical Evidence

Revista Contabilidade e Financas

English