Pages that link to "Item:Q1019977"
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The following pages link to Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (Q1019977):
Displaying 5 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Inference for grouped data with a truncated skew-Laplace distribution (Q1942901) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- Time series models with asymmetric Laplace innovations (Q3070611) (← links)
- Estimation for Stochastic Models Driven by Laplace Motion (Q3100651) (← links)
