Models for stock returns (Q2873015): Difference between revisions

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+Saralees Nadarajah
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+MaRDI publication profile
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+https://doi.org/10.1080/14697680902855384
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+W2090028393
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@@ Property / cites work @@
+An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis
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+Analysis of the conditional stock-return distribution under incomplete specification.
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+Normal Variance-Mean Mixtures and z Distributions
@@ Property / cites work: Normal Variance-Mean Mixtures and z Distributions / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Barrier options and touch-and-out options under regular Lévy processes of exponential type
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+Perpetual American Options Under Lévy Processes
@@ Property / cites work: Perpetual American Options Under Lévy Processes / rank @@
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+The Distribution of Stock Returns When the Market Is Up
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+Option valuation with conditional skewness
@@ Property / cites work: Option valuation with conditional skewness / rank @@
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+Q4515165
@@ Property / cites work: Q4515165 / rank @@
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Empirical distributions of stock returns: between the stretched exponential and the power law?
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+A generalization of the beta distribution with applications
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+A guide to the Burr type XII distributions
@@ Property / cites work: A guide to the Burr type XII distributions / rank @@
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+A Look at the Burr and Related Distributions
@@ Property / cites work: A Look at the Burr and Related Distributions / rank @@
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+Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments
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+ON THE SHAPE OF ASSET RETURN DISTRIBUTION
@@ Property / cites work: ON THE SHAPE OF ASSET RETURN DISTRIBUTION / rank @@
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+Posterior analysis, prediction and reliability in three-parameter weibull distributions
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