H. Vincent Poor

Princeton University - Department of Electrical Engineering

Princeton, NJ 08544

United States

SCHOLARLY PAPERS

2

DOWNLOADS

63

SSRN CITATIONS
Rank 25,380

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Top 25,380

in Total Papers Citations

0

CROSSREF CITATIONS

29

Scholarly Papers (2)

1.

Quadratic Term Structure Models for Risk-Free and Defaultable Rates

Mathematical Finance, Vol. 14, No. 4, pp. 515-536, October 2004
Number of pages: 22 Posted: 21 Sep 2004
Li Chen, Damir Filipović and H. Vincent Poor
Princeton University - Department of Electrical Engineering, Ecole Polytechnique Fédérale de Lausanne and Princeton University - Department of Electrical Engineering
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2.

Estimating the Fractal Dimension of the S&P 500 Index Using Wavelet Analysis

International Journal of Theoretical and Applied Finance, Vol. 7, No. 5, 2004
Number of pages: 26 Posted: 30 May 2016
Erhan Bayraktar, H. Vincent Poor and Ronnie Sircar
University of Michigan at Ann Arbor - Department of Mathematics, Princeton University - Department of Electrical Engineering and Princeton University - Department of Operations Research and Financial Engineering
Downloads 29 (489,630)

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High-frequency data, S\&P 500 index, long range dependence, heavy tailed marginals, fractional Brownian motion, wavelet analysis, log scale spectrum