INIS
prices
100%
risks
96%
market
91%
volatility
74%
specifications
72%
diffusion
62%
performance
56%
optimization
50%
levels
49%
assets
48%
stochastic processes
46%
economics
31%
stocks
29%
comparative evaluations
27%
dynamics
23%
equilibrium
23%
spatial dependence
23%
genetic algorithms
23%
commodities
23%
neural networks
23%
range
21%
applications
18%
values
18%
data
17%
testing
15%
affinity
15%
benchmarks
14%
weight
12%
density
11%
capital
10%
Keyphrases
Jump-diffusion Process
62%
Change of Direction
47%
Out-of-sample Performance
47%
Model Complexity
47%
S&P 500 Index Returns
47%
Volatility Smile
47%
Affine
47%
Long-run Risks Model
47%
Equity Indices
47%
Office Market
47%
Stochastic Volatility
35%
Individual Stocks
27%
Index Returns
27%
Market Regimes
27%
Turbulent Markets
27%
Non-affine
23%
Commodity Index Traders
23%
Genetic Algorithm
23%
Traders
23%
Equilibrium Price
23%
Robust Optimization
23%
S&P 500 Options
23%
Time-varying Mean
23%
Conditional Variance
23%
Jump Risk
23%
Mean Reversion
23%
Volatility Risk
23%
Portfolio Returns
23%
Flexible Parametric Model
23%
Volatility
23%
