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Kercheval, Alec N.
17  results:
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1

James–Stein for the leading eigenvector:

Goldberg, Lisa R. ; Kercheval, Alec N.
Proceedings of the National Academy of Sciences.  120 (2023)  2 - p. , 2023
Link: https://doi.org/10.1073/..
 
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2

Modelling high-frequency limit order book dynamics with sup..:

Kercheval, Alec N. ; Zhang, Yuan
Quantitative Finance.  15 (2015)  8 - p. 1315-1329 , 2015
Link: https://doi.org/10.1080/..
 
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3

A generalized birth–death stochastic model for high-frequen..:

Huang, He ; Kercheval, Alec N.
Quantitative Finance.  12 (2012)  4 - p. 547-557 , 2012
Link: https://doi.org/10.1080/..
 
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4

Financial Economics: A Concise Introduction to Classical an..:

Kercheval, Alec N.
Quantitative Finance.  12 (2012)  10 - p. 1487-1489 , 2012
Link: https://doi.org/10.1080/..
 
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5

Portfolio optimization for studenttand skewedtreturns:

Hu, Wenbo ; Kercheval, Alec N.
Quantitative Finance.  10 (2010)  1 - p. 91-105 , 2010
Link: https://doi.org/10.1080/..
 
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6

t‐statistics for weighted means in credit risk modeling:

Goldberg, Lisa R. ; Kercheval, Alec N. ; Lee, Kiseop
The Journal of Risk Finance.  6 (2005)  4 - p. 349-365 , 2005
Link: https://doi.org/10.1108/..
 
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7

James–Stein for the leading eigenvector:

Goldberg, Lisa R ; Kercheval, Alec N
qt3mm9r9pp.  , 2023
Link: https://escholarship.org..
 
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8

James–Stein for the leading eigenvector:

Goldberg, Lisa R ; Kercheval, Alec N
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC9926287/.  , 2023
Link: http://www.ncbi.nlm.nih...
 
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9

Erratum for "Denjoy Minimal Sets are Far from Affine":

Kercheval, Alec N
http://arxiv.org/abs/1004.1363.  , 2010
Link: http://arxiv.org/abs/100..
 
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10

Optimal intervention in the foreign exchange market when in..:

Kercheval, Alec N ; Moreno, Juan F
http://arxiv.org/abs/0909.1142.  , 2009
Link: http://arxiv.org/abs/090..
 
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11

Denjoy minimal sets are far from affine:

KERCHEVAL, ALEC NORTON
Ergodic Theory and Dynamical Systems.  22 (2002)  6 - p. , 2002
Link: https://doi.org/10.1017/..
 
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12

Pricing and Hedging Options Conditional on Market Activity:

Kercheval, Alec ; Salehy, Navid ; Salehy, Nima
Journal of Mathematical Finance.  12 (2022)  1 - p. 1-19 , 2022
Link: https://doi.org/10.4236/..
 
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13

Multiple Anchor Point Shrinkage for the Sample Covariance M..:

Gurdogan, Hubeyb ; Kercheval, Alec
SIAM Journal on Financial Mathematics.  13 (2022)  3 - p. 1112-1143 , 2022
Link: https://doi.org/10.1137/..
 
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14

Modelling Credit Risk in the Jump Threshold Framework:

Chiu, Chun-Yuan ; Kercheval, Alec
Applied Mathematical Finance.  25 (2018)  5-6 - p. 411-433 , 2018
Link: https://doi.org/10.1080/..
 
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15

A Structural Jump Threshold Framework for Credit Risk:

Garreau, Pierre ; Kercheval, Alec
SIAM Journal on Financial Mathematics.  7 (2016)  1 - p. 642-673 , 2016
Link: https://doi.org/10.1137/..
 
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