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Stochastic Calculus - Book

St. Petersburg Portfolio Games

Principal Component and Constantly Re-balanced Portfolio - Slides

Non Parametric Prediction

Nonparametric Estimation for Financial Investment Under Log-Utility

Kernel-Based Semi-log-optimal Empirical Portfolio Selection Strategies

Growth Optimal Portfolio Selection Strategies With Transaction Costs

An Asymptotic Analysis of the Mean-Variance Portfolio Selection

FIX-5.0_SP1_VOL-7

FIX-5.0_SP1_VOL-6

FIX-5.0_SP1_VOL-5

FIX-5.0_SP1_VOL-4

FIX-5.0_SP1_VOL-3

FIX-5.0_SP1_VOL-2

FIX-5.0_SP1_VOL-1

Time Series Documentation - Mathematica

Time Series Analysis Book

Portfolio Formation Can Affect Asset Pricing Tests

Fourier Series

Course Description Financial Price Analysis - Spring 2010

Analysis of High-Frequency Financial Data With S-Plus

briefnts4_randvt

briefnts3_contdb

briefnts2_disdbn

Briefnts1 Events

App8 Hazard Func

App7 Mixtures Fin

App6 Buses Eqs

App5 Rain Norain

app4_eqk_pred

app3_fedra

App1 Reli Final

App2 Hazards

Random Variables

Probability

Introduction to Probability and Stochastic

HHT DPS Whitepaper

HHT Basics - Slides

HHT - Theory Implementation and Application

WEP - NYSE Liffe US - Client Spec v1.7[1]

Wavelet - A New Tool for Business Cycle Analysis

Use of Time-Frequency Representations

Theory of Interest

Stock Market Structure Volatility and Volume Hans R Stoll 0943205085

Statistical Arbitrage in the U.S. Equities Market

Risk Mgmt Lessons From Current Crisis

Building Low Latency Applications for Financial Markets

Portfolio Allocation Using Wavelet Transform

Modelling Financial Time Series Intro