The following pages link to (Q2709279):
Displayed 33 items.
- Potential theory of geometric stable processes (Q2498924) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields (Q2904883) (← links)
- MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION (Q2909514) (← links)
- Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- Applications of a General Stable Law Regression Model (Q3592648) (← links)
- A New Tempered Stable Distribution and Its Application to Finance (Q3606096) (← links)
- Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns (Q3606097) (← links)
- Recent Advances in Credit Risk Management (Q3606100) (← links)
- Stable ETL Optimal Portfolios and Extreme Risk Management (Q3606101) (← links)
- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- Option pricing for infinite variance data (Q3632820) (← links)
- Best monotone M-estimators (Q4470647) (← links)
- The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data (Q4678788) (← links)
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (Q4822476) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Inference procedures for the variance gamma model and applications (Q4922652) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
- Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785) (← links)
- Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586) (← links)
- ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
- Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
- Optimal Financial Portfolios (Q5440090) (← links)
- Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients (Q5454669) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
- Stable Laws and the Present Value of Fixed Cash Flows (Q5715935) (← links)