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Publications by Amir Safari


 - misc





article
Amir Safari, Detlef Seese
Non-parametric estimation of a Multiscale CHARN model using SVR
Quantitative Finance, 9, (1), pages 105-121, 2009
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phdthesis
Amir Safari
Volatility and correlation: Modeling and forecasting using Support Vector Machines
Prof. Dr. Detlef Seese / Prof. Dr. Svetlozar Rachev, 2008/07/14, PhD thesis at the Universität Karlsruhe (TH), Fakultät für Wirtschaftswissenschaften
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misc
Amir Safari, Detlef Seese
Behavior of realized volatility and correlation
International Workshop on Computational and Financial Econometrics (CFE07)
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