Multi-tail generalized elliptical distributions for asset returns (Q3161678): Difference between revisions

@@ Property / DOI @@
-.1111/j.1368-423X.2009.00290.x
@@ Property / DOI: 10.1111/j.1368-423X.2009.00290.x / rank @@
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-Q191327
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@@ Property / author @@
+Svetlozar T. Rachev
@@ Property / author: Svetlozar T. Rachev / rank @@
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@@ Property / cites work @@
+Q4167332
@@ Property / cites work: Q4167332 / rank @@
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@@ Property / cites work @@
+On the theory of elliptically contoured distributions
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+Hyperbolic distributions in finance
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+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
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+Q4681954
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+Multivariate extremes, aggregation and dependence in elliptical distributions
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+Multivariate T-Distributions and Their Applications
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+On the Parametrization of the Afocal Stable Distributions
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+Portfolio management with stable distributions
@@ Property / cites work: Portfolio management with stable distributions / rank @@
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+Tail dependence for elliptically contoured distributions
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+A distribution-free M-estimator of multivariate scatter
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+Statistical analysis for the angular central Gaussian distribution on the sphere
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2009.00290.x
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@@ Property / OpenAlex ID @@
+W2014459517
@@ Property / OpenAlex ID: W2014459517 / rank @@
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@@ Property / DOI @@
+.1111/J.1368-423X.2009.00290.X
@@ Property / DOI: 10.1111/J.1368-423X.2009.00290.X / rank @@
+Normal rank