The following pages link to (Q2709279):
Displayed 15 items.
- 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)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← 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)