Majumder, Reetam; Neerchal, Nagaraj K.; Ji, Qing Optimal stock portfolio selection with a multivariate hidden Markov model. (English) Zbl 07705113 Sankhyā, Ser. B 85, No. 1, Suppl., S177-S198 (2023). MSC: 62P05 62H22 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Raath, Kim C.; Ensor, Katherine B. Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus. (English) Zbl 07705112 Sankhyā, Ser. B 85, No. 1, Suppl., S150-S176 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI