Concepedia

Michael J. Klass

MJ

Statistics

Publications

23

Citations

2.5K

H-Index

16

Active since

1972

Affiliations

University of California, Berkeley(Current)

Michael J. Klass is an author at University of California, Berkeley specializing in probability theory, stochastic processes, and mathematics.

Publications per year

1972–2005

23

Publications

23

On the Estimation of Security Price Volatilities from Historical Data

Mark B. Garman, Michael J. Klass · The Journal of Business · 1980 · 1.6K citations

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A Representation of Independent Increment Processes without Gaussian Components

Thomas S. Ferguson, Michael J. Klass · The Annals of Mathematical Statistics · 1972 · 257 citations · Full text

, , +10

A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees

Michael Taksar, Michael J. Klass, David Assaf · Mathematics of Operations Research · 1988 · 190 citations

, , +17

Iterated Logarithm Laws for Asymmetric Random Variables Barely with or Without Finite Mean

Michael J. Klass, Henry Teicher · The Annals of Probability · 1977 · 49 citations · Full text

, , +9

Matrix Normalization of Sums of Random Vectors in the Domain of Attraction of the Multivariate Normal

Marjorie G. Hahn, Michael J. Klass · The Annals of Probability · 1980 · 49 citations · Full text

, , +10

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