Danilo Leal, Luboš Střelec, Felix Fuders, Milan Stehlík
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On testing the changes in trends of stock market index and rates
Calibration of interest rate models benefits from grouping data to homogenous classes. Such an approach is typical in many financial time series. Preliminaries have been developed for Cox–Ingersoll...
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The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.
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