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Fatih Yilmaz
Information about the author Fatih Yilmaz will soon be added to the site.
Found
2 papers
in total
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Estimation of the conditional variance–covariance matrix of returns using the intraday range
2010
This paper proposes a hybrid multivariate exponentially weighted moving average (EWMA)...
Conditional investment policy under uncertainty and irreversibility
2001
An irreversible investment decision, such as fixing a defective equipment is...
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